My bedroom used to be the front downstairs room of a terraced house and the front door slamming would drive me nuts, so I sympathise!
If the door is attached to the wall that you mention, then nothing will eliminate the noise of it shutting due to acoustic coupling - sound travelling through the fabric of the wall itself. We have huge amounts of soundproofing in our studio but if someone is drilling 3 floors up we can hear it because it travels all the way through the building.
But you could put up a layer of Rockwool (the best sound insulation), then a layer of dense fibreboard, then another layer of Rockwool, then plasterboard, that should help. Basically if you double the density of the wall then it attenuates the noise by 6db, so the more dense stuff you put in the better. I'm sure any good builder would do this for you but be very careful with the Rockwool - clear out your bedroom first cos it's nasty itchy stuff!
Not sure about shredded paper - I've heard of this for warmth insulation but for sound it's Rockwool all the way. Our studio is full of it.
Otherwise, can you move your bedroom?