On the pilot, Shawn got to show off his incredible ability with a gun. However that is the ONLY time he wields one. In most cases, when writing something or adding something to a story there has to be meaning to it, which means, if he has such an ability then at some point or another he will have to use it to keep the storyline of an episode going. You don't add meaningless scenes; it's practically a rule.
I just want to see Shawn do something with that! I can think of a million ways for him to do it. I think, he prolly is the type not to shoot an actual person, but there are other ways to use it to advance a storyline.