He did, but the only one I can remember right off hand was some kinda vampire guy, I do believe.
The gun usage and his debate over whether or not to carry one was written into continuity in BATMAN: YEAR TWO, but most writers gloss it over, which is kinda sad. I wonder if he's even explained to Dick, Tim, Babs, etc. that he knows first hand carrying a gun doesn't make things any easier.