I heard somewhere that he never had any anti-metal bullets, but it could just be 2nd rate hearsay, however, this thread is spite. If you give him anti metal bullets, Colossus gets decimated whether he stays human, or transforms. Now if you add some type of terrain where Colossus can take cover, or give him objects to throw at AZ, then it'll be more fair.
Gender: Male Location: Drinking gasoline. Pissing napalm.
AZ doesn't even need the anti-metal bullets (that apparently don't exist.)
He's got at least one round of pistol ammunition which is adamantium as standard equipment. That's definitely going to pierce through Colossus' 'organic steel'.