He did wince, to be fair, unlike all the times he was shot point blank (though the double-barreled shotgun did knock the wind out of him).
True. Though a lot of the getting shot stuff was near the end. That's where it become ungrounded and more towards the side of "amaze balls armor". At least I don't remember that much gunplay earlier. Though I could have forgotten some earlier scenes after 2.5 hours.
I did laugh out loud during the escape scene when things didn't quite go right. I don't know if they meant for it to be comical. The wince afterwards made it all the more hilarious.