well, i’m not an english native speaker, so i’m just very interested with this onomatopoeia. i can tell you the equivalence form in chinese is a sound like “pieu”.
“kshh” is what it would be in english…
“pieu” is the sound that laser cats make…
The word in English is “bang” and very young kids might actually say that word when “shooting a gun.” Older kids would make a more realistic sound for which pieu is a pretty good rendition I’d say The “p” is a pretty hard exhalation of breath through initially closed lips. The rest of the sound is pretty much like the word “you”.
For a handgun, I think the word you’re looking for is “bang”, yes.
If the gun in question is a rifle, people often say, “I heard the crack of a rifle” or “the crack of rifleshot”. In these examples, “crack” is the onomatopoeic word to describe the sound of the rifle firing.
The word “Pow!” is also common, and may indicate an approximation for this sound as well.
A machine gun goes ack-ack-ack-ack-ack (or at least it did when I was a kid).
Ours went “rat-a-tat-tat-tat-tat” or that sound my brothers could make but I never could master, best approximated in writing as “tchu-tchu-tchu-tchu-tchu”
Pieu makes me think of a very wimpy blaster pistol. Think star wars. I would use “pkow,” where the k is a cross between a “k” and “ch” sound. Sort of like the IPA “X” sound in “loch.”
Relevant clip. Starts at about 1:00. Bang bang vs. pchew.
Ping ping PING! It’s Ricochet Rabbit!
Sgt. Rock’s machine gun always went, “budda-budda-budda”
There’s also “kapow!”
Agreed. Star Wars blasters go “pyoo pyoo pyoo”. 
Something like an silenced MAC-10 or Uzi would be “phrrrrrrr, phrrrrrrr”, you have to really vibrate your lips. A large calibre sniper rifle would be a kind of “booooooffff” noise. If you’re pretending to be shot you have to do it in slow motion - throw your arms back and make a face, and act out the bullet impacts (“doosh, doosh, doosh”). Two to the chest and one in the forehead, the old Mozambique drill.
If you want to see this acted out here’s a clip of Steve Coogan from “The Day Today” - fast-forward to about 2:10. Notice how he acts out the bullet impacts, that’s important.
A shotgun would be “cuh-chunk POW!”, or a licky-boom-boom-down, I learned that from Snow’s classic rap hit “Informer”.
Grenade! Cover me!
According to Qadir, from “Nicknames,” most popularly off of the Grand Theft Auto IV soundtrack, a machine gun he calls Missy (Elliott?) goes “e-e-e-e-ow e-e-e-e-e-e-blaow.”
While pretty much any of these are acceptable, “bang” is the standard, imho. I’m a native English speaker from the US. “Pew”, “kssht”, and “pow” would also be fine. For a machine gun, one might repeat “rat-a-tat” or “dut-dut-dut”. “Boom” can be used for a bomb as well as artillery or other non-handheld guns such as cannons or mortars.
That reminds me of this.
I think of “Pow!” as being more of a punch than a gunshot.
Probably depends on exactly which english-speaking area you come from. In Detroit, we have a couple dozen different ways to vocalize gunfire, depending on the type of gun, rate of fire, distance to the listener, and how sideways it’s being held…
If you’re urban it’s “brap”, innit bruv.