We call it thunder drums and sky lights here and that really seems to have helped. When there is a clap of thunder someone yells thunder drum and they pretend to bang on a drum. I have an african drum that really does sound like thunder when you beat it so they have heard the sound in a positive way too. We simply acknowledge that it happened and then go on with whatever we were doing and most do fine. The odd child is more apprehensive but when they see the others more or less ignore it or act silly when it happens they start to react less negatively too.