The real issue is heat transference. You can wave your hand through an open flame, walk across coals or even quickly dip you fingers into a pot of liquid nitrogen or boiling lead without sustaining any damage, despite the extremes of heat or cold being described.
Red hot glowing coals are 800C, the proper temperature for cooking meat-guess what your foot is made out of? Liquid nitrogen is -196C, and often used to freeze flowers solid so they shatter like glass in physics demos.
The reason you don't suffer agonizing burns or frostbite is the time you are in contact with the coals/lead/nitrogen is far too short for the heat energy to be transferred from the material to your body (or the other way around in the case of liquid nitrogen).
Similarly, bullets are moving at a high rate of speed, with the typical 5.56mm rifle round moving at @ 900 m/s, while 9mm bullets have a typical range of velocities from 360 m/s to 400 m/s. Obviously, handloaded and wildcat rounds can be made with velocities outside these parameters, but this gives you an idea.
Assuming you intend to melt the bullet by passing it through a plasma "blade" about the same thickness as a knife or sword blade, the bullet would pass through a plasma of anywhere between a few mm to maybe 6mm for a Katana to perhaps 8mm for an Arming Sword. The bullet will pass though the plasma in a very small fraction of a second, and there will be little to no heat transference to the projectile (and precious few microseconds for the surprised look on your face to form as the bullet passes through and strikes you).
The only work around would not be to count on heat transfer at all, but think of the monster magnetic field which is keeping the plasma together in spite of it's natural tendency to fly apart due to the electrical charges of the freed electrons and ions repelling each other, and the high velocity of the particles (shorthanded as "temperature" in the plasma state). The magnetic field "should" draw the bullet if it has a steel penetrator, and possibly deflect its path. You might also get an eddy current in the copper jacket as the bullet flies past or through the magnetic field, which may also work to deflect the bullet.
Don't forget the bullet has considerable momentum, and could continue on its path deflected by only a few degrees due to the very short interaction time between the bullet entering and leaving the magnetic field (once again, we are talking between a few millimetres and a few tens of millimetres at most). You will have a satisfied look on your face for a fraction of a second as the bullet enters the magnetic field, then that shocked expression as the bullet impacts you shoulder, rather than the centre of your chest cavity.
Overall, I would suggest that plasma based weapons are not going to be very practical in the real world. If you really want to keep from being shot, a 50 KW laser aimed at the enemy shooter might work out very well for you....