If you are in a game where you kill stuff you will need those contacts anyway. And resources you save on acquiring fists/melee weapons you have to spend to match fire arms effectiveness.
Intimidate them with the gun not to move and have your buddies start the beat up.
You don't want to kill anything with a registered gun. Anywhere.
In every RPG I played you get a fixed penalty for trying to hit small target, it doesn't depend on what weapon you use.
It's easy to remove real-life evidence (fire a lot of bullets in training session). Mystical connection established by you using bullet will be overwritten by the bullet making pretty intense contact with your target... unless you miss :/