We have sometimes brought our hens into the house in a large cardboard box on Bonfire Night in case they were frightened but then forgot all about the fireworks on New Year's Eve! A close neighbour let off a long volley of explosions which made us all jump but when we ran out to go and rescue the terrified hens, they were all dozing happily when we looked inside the coop! We don't think they're as scared by the bangs as we think they'll be but if you're happier bringing them in until the worst of the noise has passed, that's absolutely fine.
Putting them in the coop earlier than usual might be a good alternative solution as they should nod off soon after the door is closed. Some places sound like a warzone on November 5th and it's very scary for pets and if you’re going to be having fireworks in your own garden, the hens would probably be much happier either indoors or kept quietly in a garage. The result of stress in hens is often a soft shelled egg or two but this should settle down once they've forgotten all about the noise.