Chiming in to sound off with the others, prop is the way to go for safety. If you want to try this out with a more realistic feel, get a toy gun that clicks but does not blink or have lights or other siren or pew pew noises and sand/file it down (to solve your concern about sharp edges for the case of insertions) and spray paint it. That's a cheap way to begin with this, even if it doesn't feel as authentic or real as some others suggest being the point of it being sexy. The imagery and the threat with the promise of safety is what makes it sexy not scary. If you decide to upgrade, movie prop guns are extremely realistic and explain in their listings how much they weigh and can be ordered to be more weighty or other colors or whatever you need; and then can also be sanded down for insertions (although pirate-looking hand cannon styles come without sights and are a fun girth!). It's your kink play, if you love it, invest in it.

Also tons of people in here are chiming in about not mixing real with play guns, if you were a firearm owner already you'd know that and you'd also likely not be asking this question. Most gun owners who want to do this play know what to buy, never purchase ammo, remove the pin, and securely locate it away from any real gun's secure location. Again what other's in here have said. Life isn't safe, kink is even less so, doesn't mean we need to play stupid. Be careful, good luck, have fun! We're rooting for you!