He shoots the crap out of a few, because they aren't fast enough to dodge bullets. And the ones that get close get their shells cracked by the Fist of Doom.
The Aliens in AR were able to dodge bullets at close range. And in Aliens they showed some bullet resistance. Still, Hellboy takes out 2 or 3 max before the acid kills him.
Its not the bullets you have to dodge so much as it is the shooter. And make it just one alien and it can doges all the gunfire. Its only when they are lots of aliens that they go into Fodder Mode.
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Yet on Alien Ressurrection, one is clearly shown dodgeing quite a few bullets whilst scaling a ladder. Granted it eventually was killed, by it did dodge bullets.
*EDIT* Ahh I see you guys had acknowleged this in the posts above. Fair play.
I don't remember much of the Alien movies. But I remember in AvP they weren't doing so well against plasma bolts, which are a lot slower than bullets. That's what I was basing my assumption off of. If they can dodge them with some degree of ease though, a few still go down in melee as Hellboy is really quick.
If the Alien are creeping around as the OP states minding their own business in the walls. Watching from above. I see them eventually attacking Hellboy.
He crushes the first few and the next phase really matters--
-He punches the first few sending them flying. They should survive.
-He gets his gun out and shoots them. Acid blood flies everywhere. Does the blood seep into his flesh???
-The remaining few would see that he is no normal adversary. And I argue the remaining few enter ALIEN:RESURRECTION mode. Sacrifice one so the rest survive. In Alien:R Xenos sacrificed one of their own to escape their incarceration.
I see a torn open Xeno being thrown onto Hellboy to see if the acid pours a hole into him.
If it works.....it works. If it doesn't they are screwed!
Hellboy would eventually die. Even though there's only 5 Xenomorphs I see him killing only around 3 before he'd get blindsided or killed by acid blood.
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Hey, his best friend is a fish man and even being the next in line to rule Hell, bring about the Apocalypse, and having a tail plus a hand made of stone, he got his human girlfriend pregnant. Anything's possible.