Is there a way I could have one round shot at a watermellon or something first before hand to show that it is a real gun?

No

Check out this site before you try it:

http://www.bulletcatch.com/

Do not do it

Just a note on the gun pictured above. I have the same model, now the barrel is sealed at the end where the blanks are, so when the gun is fired the flash will come out either side of the holder but not from the barrel. However no one has ever noticed this or commented on it when I'm performing.

YES you can but that would require you to buy a squib and mod it so that you can get that effect. The squib would be conectted to a fircracker instead of a paint tube, you would shot and set off the squib to send a charge to the fircracker adn set it off at the same time you shot the gun and the melon would have a chunk explode. You are going thru a lot for what seemed to be a straight forwrd effect, why add so much to make it harder?

Certainly there is. I strongly advice against pyrotechnics though but you could use what I used for a stage play where a vase was shot nightly for a year.

Get a plastic watermelon. I have never seen one but as there are pumpkins, pineapples and tons of other stuff for decoration purposes, I think there must be watermelons as well. Inside the melon hide a CO2-operated confetti launcher. Obviously you need to have a "bullet hole" on the melon. Naturally you're not to use confetti in the launcher, but simulated water melon pulp. You could do that by simply shredding some pink foam rubber (like a sponge you'd use for washing dishes). Cover the hole with something green that matches the melon (could be the part you cut out or just green tissue).

I know that's not awfully detailed but gives you the general idea.

The vase I built had such a CO2 launcher inside (though this was in front of a wall so it was partly outside the vase, behind the wall) and for each show a thin sheet was molded from candle wax with a mold taken of the side of the vase wall before it was cut. Small cut-up pieces of an eraser, roughly matching the color of the vase, were launched from the launcher breaking the thin wax sheet so it wouldnt just fly off as one piece. The wax bit was held in place simply by some vaselin around the hole.

Who is next....???? :o(

Well, I really want to go thru great lengths to prove the gun is real. that is all. or do you think it is too much?