I doubt Minnie will shoot the wire. With the extreme self-control she displayed in the past, something so rash would be out out character. Then again, Junior's total disregard for the monumental sacrifices she made for him would wear anyone thin. My guess is her shot will be threatening but ultimately harmless.
It must not take much to master Nergal powers because Junior already seems a pro with his, and he's honestly not the brightest bulb. Maybe he is benefitting from the experiences he gained from Minnie.
I realized something a few pages ago: Ever since the Halloweentown debacle, Junior has never been alone and never will be again, at least for the foreseeable future. He will have that grouchy, snide creature in his mind and in his body until something sees fit to tear it out of him. Small price to pay I suppose; Minnie's was far greater.
I have been rewatching all of the episodes of Grim Adventures and came across an answer to Grim's fighting ability, which I had questioned previously. He can -- with mind-melting guitar solos. See "Battle of the Bands" for an example.