User blog comment:EvanDude345rv5/Fairy Tail 334 , BOOM HEADSHOT! WTF ?/@comment-203.215.121.20-20130608022048/@comment-5580383-20130608131329

Natsu was shot by a bullet, not a laser. Given Natsu was shown at chapter 2 to eat iron, he's not going to get fazed much by bullets. Gray on the other hand is not shot by a bullet, i doubt a normal bullet would do much to him given his durability feats against much stronger attacks like Natsu's flames from Fukuro for example. The Lasers in this case would either be anti magical  or  high concentrated to easily wound Gray  to the point of death.