The "Sony Games" forum, which includes Retro Game Reviews, has been archived and is now read-only. You cannot post here or create a new thread or review on this forum.
I dont really know about the gun, but as an example the PS2 multitap does not work with PS1 games, so maybe niether does the gun.
However, the Dual Shock 2 does work with PS1 games so there for it may be possible, you will have to try out yourself, or wait for a reply here.