Cookie does not give a rat's rear end about vacuum cleaners or any other loud noises. I tried to bombproof him when he was a puppy by making everything a total non-event. I didn't even look at him when I got the vacuum cleaner out, just went about my business. Same thing with hair dryers, blenders, etc, I did it all. And I took him to places with loud noises and treated him for not reacting, e.g. Lowe's while they cut wood or move stacks of material, Tractor Supply when they are scrubbing the floors with the "zamboni," etc.
For him, not making a big deal out of everything and giving calm vibes all the time from infancy worked.