Wanda had also just taken note of she and Teddy's apparent special brand of stupid (though even then she was swearing to herself they'd locked that door so these men must have keys or something. Really). While Wanda's reminder did not have the size of Teddy's, he was still quite poignant given the gun in his hand pointed squarely at her face.
She glanced slowly around at the sound of the man behind Teddy. Yes, she was fairly certain he'd just said they were stupid. All Wanda could say was, "Oh, dear."
With an abrupt jerk of her hands the man with the gun, obviously trigger happy, opened fire and yelled something excitedly that she couldn't decipher as she was too busy throwing up a shield of energy to the deflect his bullets. The look on his face was priceless though, and with another flick of her wrist and a flash of light, his gun broke into pieces in his hand. Yes, Wanda was a terrible spy. But she was still the Scarlet Witch.