Just an excuse to wear more armor
If guns are not widely used, then your ennemies probably use swords and bows.
Hence you'll probably have to wear an heavy armor. And those are more than able to protect you from a handgun explosion.
Edit
In fact, with a pistol sized weapon, you could simply add a protection to the gun itself. If the explosion itself is not magic, it is not a Dangerous one (a few grams of powder and splinters are not accelerated thru any barrel)
