Crazy scenarios time again.
In TVB's classic gangster drama THE BUND, Shanghai gang lord Hui Mun Keung (portrayed by a young Chow Yun Fat) met his demise at the end of the series in a hail of machine gun fire. As much as he had previously survived in THE BUND, Hui Mun Keung wasn't going to survive this one.
Playing that scenario in your mind again: if any of the wuxia characters from the worlds of Jin Yong or Gu Long were caught in the same predicament, could any have them have conceivably escaped (using their martial arts abilities) death where Hui Mun Keung could not?