Whilst I've never had the urge to hold a flaming piece of sulphur in my hand or fire a shotshell flare through a cheap throwaway plastic gun, I figure it's pretty straightforward should one need to.
When in the Channel Islands, I've heard several calls to the coast guard advising them that flare training was taking place and giving their lat and long. I believe it was as a "security" as in "you're not respecting my authoritae".
You might call your local CG station and ask them the proper procedure for flare training. I think they've had more calls for boats on fire from flares than sighting flares of distressed vessels.
Just checking in.
Where ya'll keep'n the wimmin 'round here?