I think my worst dog and fireworks injury was the dog who snatched up a lit firecracker and it blew up in his mouth. The inside of his cheeks and gums were severely burned, but he did make a full recovery.
I suspect that if you search the internet, you can find a video of a dog running around with a Roman candle in his mouth, shooting people.
Certainly fireworks and pets don't really play well together directly, but mostly it's the noise.
Veterinary Partner has a great article about this, and it's worth reading.