First of all I kind of love how Batman taking the gun is a dick move, but Remy shooting Batman due to her personal problems with him is apparantely an act of virtue.
Secondly, in what world are you allowed to shoot someone for that? I'm actually somewhat serious for that. Yeah, Batman's hands are concealed, but he does not make any threating move towards Remy or show any aggression towards her either. He does not continue assaulting Penguin and while holding him down, does not appear to move to hurting him more. Yeah, he says no, but that either means that Remy repeats the order or moves to restrain him. It doesn't give her a permission to shoot him, otherwise by the same standards if an officer pulls over a drunk driver and asks for their license, if the driver doesn't hold up their hands or says something explanotary before handing the license, the cop would be allowed to shoot him right then and there.
Third, and apparantely this can't be stressed enough, she shot Batman due to her own personal feelings. Good to know that makes her a saint and Batman reaction with annoyance makes him a dick of the highest degree.