If it had been talking about the actual TRIGGER, then it would be plausible that the words were 'cocked' and not 'caught'. However, they are talking about the trigger FINGER, that is to say, the finger on the trigger.
How often do you cock your finger? You can cock a trigger, not a finger. Therefore I can assure you it is 'caught'.
"You train your fingers, cocked"
translates into
"You're trigger finger's caught"
If it had been talking about the actual TRIGGER, then it would be plausible that the words were 'cocked' and not 'caught'. However, they are talking about the trigger FINGER, that is to say, the finger on the trigger.
How often do you cock your finger? You can cock a trigger, not a finger. Therefore I can assure you it is 'caught'.