The bullet trick is an old standard. Here’s one site that explains how the trick is performed..
Th stunt is usually preceded with the warning that “people have died attempting this stunt”, but of course, that’s just intended to create excitement. This trick is nothing more than simple misdirection.
We have discussed the “That’s incredible” performance here before, though I failed to find it qwith a search. The performer in question used stage blood to give the impression that the bullet had grazed his lip.