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It's tricky to get the timing right, just set the exposure, aperture and focus and keep mashing the button on the remote (the remote is very important, any vibration in the camera shows up really prominently on light sources, which of course is what the whole of the firework is!). But as the show goes on you can get a feel for when the next shell is going up, sometimes you can even see them if you're close enough.
Good luck!

Thanks for the tips, @mweich! Will try to catch a fireworks in my town 8)