Man, these guys really liked Breaking Bad, didn't they? I'm familiar with Jonathan Banks, but not with his character on that show, so his segments were wasted on me.
Not a big fan of gun myths, but the testing was kind of interesting. The ease of shooting through walls was surprising at first, but not when I thought about it. Being able to track movement based on intermittent visual cues is a basic human ability, probably evolved for hunting or predator evasion, or maybe even going back to when our ancestors swung through forest canopies. Today, it's probably used in a lot of contexts like sports, driving, etc. I discovered ages ago that I could toss a ball in the air, close my eyes the instant it began to descend, and reliably catch it, or at least touch it, without looking. And if I can do that, just about anyone can. The brain's good at that kind of prediction.
The other myth was so ridiculous on the face of it that it hardly seemed worth busting. I looked up the movie, and apparently it's a comedy, so I presume the scene in question was meant to be ridiculous. (Although it says that the guy's fingers were broken, so maybe the Mythbusters should've taken that into account in their grip-strength calibrations.) Nothing really surprising or interesting here. Mainly I just wonder why Jamie went to all the trouble to carve the metal fingers with skinlike texture if he was just going to put a leather glove over them anyway.