Then again, screen adaptations of Superman have often showed his supersenses differently than the comics. In the comics and prose, he can be constantly aware of every sensory input for hundreds of miles around, but in film and TV, he's often shown as being unaware of things until he chooses to concentrate his senses on them. Which makes sense in a way. Both Smallville and Man of Steel showed us Clark being overwhelmed by his supersenses and having to train himself to tune everything out except what he chose to focus on. So maybe he was too surprised or upset by Lois pointing a gun at him to take the time to concentrate his x-ray or telescopic vision on the gun chambers and discern whether the cartridges had live rounds. And maybe he genuinely wouldn't feel being hit by a bullet because he's invulnerable and impervious to pain.
I might buy that explanation better if Donner hadn't gone out of his way to show us Clark catching a bullet on short notice in the first movie. Seems like the same sort of reaction should apply, at least on the sensory level.
Also, the blanks scene was filmed before anything else--it was the actors' screen test. It's possible that somebody might have realized the issue and the scene would have been reworked later.
And not feeling pain isn't the same thing as not having a sense of touch. If he has one, he should be able to feel something. "It tickles."