@Stekkmen Any method of death, from shot to stab, isn't inheritently funny, but dark humor can be pulled from any of them.
It's easier to write violence happening against men due to political correctness, but the humor itself could work either way. I forgot a recent example of slapstick against a female character, but it was hilarious. It wouldn't be as funny if it was some frail damsel, but a competent female hero can be knocked around the same as a male.
Of course I have no problem with the thieves being male. Maybe next battle after I'll bring out my own slapstick.
Expanding on the Evvie slapstick death, she was winning and him pulling out this little weapon didn't intimidate her in the slightest due to withstanding all his previous attacks with larger, more spactacular magical explosions and whatnot. Her going "Blugh" and dying instantly is what makes it funny as he looks between her and the gun and says, "why didn't I just do that to begin with!" As he's standing there all bruised up and bleeding. Granted, the bullet was weaker then some of his other attacks, it just hit exactly right. She could heal normal bullet wounds if she weren't dead.