Guns are such a ridiculous thing, they're basically an exploit in the physics system that life on Earth is built on top of.
Put little hard thing in long tube, light boom on closest end to little thing, little thing go REAL fast and poke hole in creature, creature die.
The only reason more animals on Earth haven't figured it out is because just getting to "boom" is such a protracted chemical process that it's a little amazing we did it either. The closest equivalent in the wild is the pistol shrimp and it basically just min-maxes crustacean muscle anatomy to make the air at its claw tips as hot as the surface of the sun.
We, instead, took a look at the rulebooks and created an exploit that the GM had never even remotely considered.
Which also makes them REALLY annoying to write around in fantasy settings when any character involved happens to have real-world knowledge. Guns are incredibly simple and fantasy loves explosions, so the second any isekai protagonist hears about them guns are basically a foregone conclusion.
And then you're stuck trying to figure out why no-one in the fantasy setting already uses them, which is very difficult considering they are literally point-and-click and that leaves zero time for stylish arcane gestures and incantations. The best people can usually come up with is that fantasy armour is mildly better than modern kevlar, but even then a volley fire from medieval peasants with rudimentary flintlocks is still going to do a lot of damage long before any fantasy wizard can get within initiative range.
And that's going the individual firearms route. Instead they can just go the historical cannonfire volley route where any enchanted cuirass is only going to stop the cannonball from making you into paste, instead of the castle wall it shoves you into.
And honestly, there's not a lot of ways around it. The mechanics of a speeding bullet are so fundamental to our laws of physics that there aren't a lot of things we can really attack them with. The two main ones are atmospheric density, which affects range and trajectory, which is mostly a function of gravity. Gravity magic is usually pretty high on the power scale of most settings, so it's a bit of an ask for it to be available enough to make guns moot, but also you have to dial gravity REALLY far to actually make a meaningful difference to a bullet travelling at even low-end handgun velocities. More or less you're looking at black holes, at which point there are some pretty glaring other issues in play. Plus, if the protagonist is a big enough nerd, they can totally plot a trajectory around them that takes the bullet right into your nefarious wizard's trachea.
The other window of attack against bullets is spacetime. Technically, if we're already considering gravity, we're already playing with spacetime. By compressing the spacetime between our wizard and the gunman, the bullet expends more of its energy in the transit between them, either striking non-lethally or dropping to the floor altogether. This is what Gojou from Jujutsu Kaisen does against most attacks and it's a highly effective strategy, but also it's seriously pushing our budget if we want an available anti-gun stratagem sufficient to avoid their usage.
An alternative is to combine the two, by compressing enough mass into a dense material in a thin layer and positioning it ahead of the bullet, we can cause the bullet to impart some or all of its energy into that material. Telekinesis magic is frequently on the lower end of the power scale, and scaling it up just makes the improvised "shield" smaller and more effective, so we can keep things on the cheap end. Once we start to get to the level of forming our own black holes, we've got densities of matter more than sufficient to stop basically any projectile dead in its tracks.