TL;DR: yes, you can make guns just fine. What will cause you problems are lubricants and seals, and in older gunpowder firearms, things like slow match.
The main issue will be that transporting gunpowder now becomes even more unsafe due to the greater chances of little sparks causing big fires. People wielding guns and operating cannon will be dangerous not simply because they are well armed, but because they clearly have little regard for their own safety!
On the face of things, there's absolutely no different, from the gun's point of view, from firing in a high oxygen atmosphere to firing in a zero oxygen atmosphere. The gun barrel and action will not be made of things that can easily catch fire, because that's a terrible thing to do for a firearm regardless of your atmosphere.
It is everything else that will cause you interesting problems, and that "everything else" affects wind-arms like your local equivalents of the Girandoni. This is because flammable things exposed to high oxygen concentration will burn more fiercely, and in both firearms and windarms there's a powerful source of energy. With gunpowder, this is obvious: you've got high pressure hot combusting gas.
With air weapons, you have an issue I know as "dieseling", though I'm not sure if that's an official technical term. Basically, under rapid pressurisation of gas you get heating, and if that gas contains oxygen and is adjacent to a fuel, that heating can be enough to cause ignition. This is how diesel engines work. It is also what can happen with lubricants in air rifles, producing a "muzzle flash" even in the absense of buring propellant. I daresay this will also affect seals and o-rings in your air weapons, and whilst modern seal materials and lubricants are available to handle high oxygen environments, your equivalent of the Renaissance will not have access to this kind of chemical engineering. Shooters beware!
Old-school matchlock firearms also run in to difficulties. The "match" in question is a suitable material that can ignite gunpowder due to its own heat, but remains hot between shots and is easily handlable without going out. In a high oxygen environment, slow match will have to be made differently to prevent it burning vigorously instead of merely smouldering. I think this is still achievable, but the safety benefits of real-world slow match will not be easily reached due to the depressing tendency of everything to burst into flame enthusiastically.
Rockets made of paper will also likely not work well, due to the increased likelihood of the wrapping bursting into flames. That's OK though, because metal rockets are much better weapons anyway, and will likely be developed sooner rather than later. Being an artilleryperson will be a much more hazardous job though. Rather you than me.
I have no idea what you mean about electricity not being workable. That makes no sense. It'll be trickier due to accelerated corrosion of metal and little sparks causing big problems, but that's all.
There's no reason that a suitably engineered revolver (or other small handgun) would explode. It won't magically be more powerful in a high oxygen environment (the oxidiser for the propellant is mixed in with it; it doesn't come from the atmosphere) and the only thing you'd really have to watch out for is hot gasses escaping from the cylinder gap and setting stuff on fire (like your gloves, or hands).