When it comes to using guns in any independent film/series I go to two streams of thought.
1. Do you have the technical/special effects capabilities to utilize such a thing realistically and safely?
2. Does it make sense for the characters/scenario.
The first one is (to me) a yes or no answer. And if the answer is no, then just don't mess with it. Bad effects or use of a gun can ruin a scene for me. And this means everything from the kickback to the flash to the look on a characters face, etc.
The second is tricky. When it comes to Slender Man Vlogs, I have never seen any reason to include one. The only convincing use of a gun I've seen was in Marble Hornets, Entry 52. But like you pointed out SadDevil, the timing and placement was right.
Tribe Twelve's was well done with its effects. But at this point you gotta take into account what people know OOC. And that is that guns aren't going to effect slendy. I'm sure its been addressed in some of the blogs too. So while it was done very well, I didn't feel like it added anything. Guns introduced into slendy series either bore me or make me laugh. I find a lot more fear from guns when they are used in real life scenarios. In supernatural ones, if you're going for weapon the scariest ones are the knives, hatchets, pickaxes, metal pipes, etc. The things you find around the house. Because even if you own a gun, it might not be readily available when you need it. Knives usually are. They are also guarantee a close contact encounter which adds to the fear factor. Whenever you have to get close to the thing/person trying to kill you that wigs me out.