For phasers they tune them better but for bullets no tuning is required.
One wonders. After all, ST:GEN indicated that the Klingon torpedoes would penetrate better if adjusted for the frequency of the victim ship's shields...
Now, how one "adjusts" a torpedo or other physical projectile is unknown. Perhaps a specific shield-penetrating doodad aboard the projectile is tuned in a specific way? That would mean that if the doodad could be sufficiently miniaturized, one could fire RPGs or perhaps even bullets through shields, with the ease of penetration depending on how well the shield parameters of the target were known.
Alternately, perhaps the Klingon torpedoes were not projectile weapons - but I'd hate to use the terminology that way when all other torpedoes in Trek are indeed established as physical weapons. (Even the Romulan "plasma torpedoes" from DS9 are supposedly shipped to their location of intended use, suggesting they are physical ammo; the Romulan plasma weapons from TOS were never given a formal name, least of all "plasma torpedo".)
The third alternative is that the torpedoes were not tuned; only the wingtip disruptors of the BoP were. The Duras Sisters still opened the game with torpedoes, so perhaps those can penetrate even the best starship shields when fired at point-blank range, without requiring any trickery? But if so, the Duras protestations of their BoP being utterly unmatched would sound a bit more hollow, and the value of the shield-negating trick would decrease.