Her diamond form has a weak point, like all natural diamonds have, and the bullet hit that precise point. It would of only left a mark if it had hit anywhere else. Don't know exactly where the spot is, but it's somewhere on her face. And Elektra won't know this. I gave her tools she could use to "carve" but not shatter. For that I would have had to give them full knowledge of each others power sets.
Problem for Elektra is that she can't make Emma feel physical pain and is way to strong. Problem for Emma is that Elektra is too fast and might not get hit before carving her head off.