Bathe him thoroughly. Allergic reactions stem from saliva, urine and dander, so bathing thoroughly will rid his skin and coat of the bulk of these.Then you can rinse him on a regular basis as needed.
Bathing him after that first bath doesn't need to entail shampoo, but if so so then dilute it with water first then apply.
Don't be afraid of rinsing him on a daily basis, in order to reduce your allergic reactions and feel comfortable.
If you are reacting from his saliva, and puppies are quite mouthy while playing, then you may have to wash your hands or your face after playing.
This advice was given to me by a veterinarian and it was very effective for my allergic family member.