Honestly a CGC isn't much of a test, especially for nerves...especially if the environment tested is familiar to the dog. A TDI (therapy dog test) is a bit more involved and a better overall test....but still not for nerves, although it does highlight a dog who's nerves are very poor.

Gun shot test is good for testing noise sensitivity but not a test for nerves, without being combined with other things (getting fired at during bitework, on the approach or on the bite).
 

IMO bitwork training is probably the best tests of nerves, it's hard to explain to someone who has never done bitework, but once you get involved and see how many different dogs react and deal with the training you will begin to understand and begin to tell which dogs have weak nerves, good nerves and strong nerves just by the way they handle minute changes in pressure.  Any dog with good prey can get started, but when training progresses from a bite pillow to a sleeve, from prey to defense, stick hit's and courage tests... you really learn alot about a dog.  The ways each dog deals with varying degrees of pressure and stress throughout training speaks volumes about the inner workings of the dog.  It is not always black and white except for the extremes, which is why light testing is really not a TEST.  

Another really good test of nerves IMO is advanced SAR, in particular urban disaster.  Dogs need to be secure and extremely confident in an VERY bad environment...they have to work independent of their handler and navigate through rubble and wreckage.

I'd say hearding can also be considered, although I really don't know much about it.  But dogs also have to work in different enviorments, work independent of the handler and obey commands from great distances...I don't think it is one of the more trying test (from what I know about it) but it will certainly highlight a dog with weak nerves.

JMO

Regards,
Melanie