Nilix said: With her hands on the gun, I don't think she'll be able to EYECRUSH everything. So if anything, giving her a gun probably makes her LESS dangerous.
Indeed. Given her usual fill-the-surrounding-3-counties-with-danmaku patterns, she'd vape the party in seconds. Definitely better to have her headshotting zombies.
Alternatively, hide behind something REALLY durable (say, Mokou) and take the gun, then call the horde.
Giving pretty much anyone from Gensokyo a machine gun is like handing superman a machine gun; completely useless, and doesn't do much other than slow him down. In short it's like playing a FPS in god mode, or being Alucard from Hellsing; if it can't be done when unarmed then your just plain screwed.