How is Pietro Maximoff not bulletproof?
He can run far faster than any bullet, running through and destroying heavy, metal objects such as robots in the process, without a scratch. Running through a robot, and the shrapnel it inevitably creates during its destruction, at say, Mach 10, is the exact same thing as standing still while a robot and its shrapnel hits you at Mach 10. Not only is Mach 10 nearly 3 times faster than the fastest bullets, but the weights involved are drastically greater than any bullet, ranging from hundreds of pounds (the weight of one robot) to the weights of the various pieces of shrapnel involved, which could be bullet-sized or half-robot sized, or anything in between.
Hitting an e.g., 500-pound robot at e.g., Mach 10 = nearly a billion (984,335,734) ft⋅lbf of kinetic energy. By comparison, a .50 BMG bullet only has about 15,000 ft⋅lbf of energy at the muzzle, and that's for the hottest loads, and that pistol bullet that wounded his arm had less than 500 ft⋅lbf of muzzle energy. Bullets should simply bounce off him.
I'm using Mach 10 as an example because that's what Wikipedia says his top speed is. However, in the movie he appears to move much faster than that, given that when we are viewing from his perspective, fired bullets appear to be almost standing still, which indicates that he's not moving a mere few/several times faster than the bullet, but rather, hundreds or thousands of times faster.