How to train/bond with an adopted and shy dog

We are proud new owners of a 'career change dog'. He is a labrador who was released from the service dog program for fear issues and is not our family pet.
At 18 months he is gentle, yet playful, especially with ball playing. But he is not very curious, always on the shy side. I have trained him to pick up and bring the papers in the morning. But sometimes he just looks at me, like 'what'? and other days he runs happily to get them.
Food does not matter to him as much as to our previous dog, who did anything for a treat.
My question: How do I bond effectively and especially how should I build his confidence?
Gratefully yours,
Sabine