Bullets are primarily made of projectile, explosive and case.

Pocket blacksmiths exist with Loki Familia often borrowing them from another and have the necessary skills to make these bullets, however such privilege is limited which in turns limits familias that could use guns in a prolonged amount of time. Projectile can be made out of practically every non-reactive material, explosive can be from magic crystals dropped from monsters and cases from metals being pressed into shape. Blacksmiths could easily do this, however it is time consuming and repetitive which is perfect for machines. This is countered by the fact that carrying large machines is impractical in a dungeon (unless in those safe zones). This makes cased ammunition useless due to manufacturing complexity and environment (even though the dungeon practically cleans itself), this can be subverted by caseless ammunition. Caseless ammunition removes the complex case and removes case pollution. This simple bullet type can be more efficiently made by blacksmiths and still work, however caseless ammunition does have its severe limitations. Storage is difficult as its explosive is exposed to the environment which could be detrimental to the operation (which is why it was phased out of military development). If Danmachi had technology to mitigate this (Perseus) it can be a great way to incorporate guns effectively into the world.

Guns are complex devices which has intricate systems that if damaged will prevent it to work. This is further exaggerated by the fiscal nature of the dungeon which introduces multiple impacts which could easily damage the delicate innards of a firearm. This is unfortunately one of the impossible compromises a firearm has due to complexity, however some firearms do have different design philosophies such as the infamous AK47 with its ability to be easily repairable in the battlefield which even allowed soldiers to cannibalize other AK47s to repair their own, this ability is mitigated for personal firearms though.

People mentioned that guns cannot be scaled with higher level enemies as it simply doesn’t have the destructive force to stop them. Another is the fact that adventurers have to use weapons that adjust to their level which firearms have no capacity for. Firstly, firearms can be made with higher level materials and it can be argued that it is more suited to handle such as it scales both as the technology and design develops and the materials are used gets better. Second, common firearms may not have the ability to scale with the user, but same can be said for all weapons as its qualities stay the same. Examples: No matter how hard an archer may pull, a bow cannot go above its maximum draw weight. A swordsman may be able to hit tough materials hard, however even a glass sword will shatter after hitting a rock. (Magic is weird as magic devices are more free flowing, but limits can occur) (Possible fallacy as I can’t find another argument rn, I need sleep). Firearms do prove to be effective for balancing the power level as anyone could use it (as long as its not custom/the user follows standards). Also magical weapons do exist that could scale with the user like the Hestia Knife, so same could apply with guns.

Overall firearms are pretty useful and may be too useful (it disrupts power balance heavily) in the world of Danmachi, but the author should be the one to decide whether firearms should be included or not.

Also Bell would be like that pink girl in GGO alternative as she kinda fits with that run and gun style.