Lightsabers are just goofy weapons all around. Especially the way they're portrayed on the big screen.
The blade clearly has mass; you can see it every time someone swings, tosses, or does pretty much anything at all with one. Apparently, you have to use your physical strength for it to cut through a metal door (you can see Qui-Gon putting his back into it when he does so in the Phantom Menace). The goofiness of its technobabble is almost as bad; its apparently the forcefield that does all the work as if it opened up at any point, all the plasma inside would come whooshing out. So why even bother with the plasma? And why are other lightsabers utterly immune to them, yet no kind of armor seems to be? (Just place a similar field around your damn armor.)
They're just so completely... lame. Regular swords with some kind of energy augmentation to them would have been infinitely cooler and far more plausible.
That said, if they can mysteriously absorb the output of blasters and stop other weapons dead in their tracks, I don't see why a bullet would be any more difficult. It's a 100% magic weapon, so anything it possible.