The gun probably should have freaked him out a little bit, or a lot to be honest. But after having a vampire get all up in his face with their fangs? Yeah, the gun didn't bother Hannibal all that much. He looked at the gun, and then back to the woman holding it.
"It was a vampire. Nothing else. Was a vampire." He cautiously reached out his foot, and poked at the pile of ash that had been a vampire.