I wouldn't want Diana to be fully bullet-proof; I like the suggestion that she still bleed, but not be fatally impacted (similar to Aquaman). I'm attached to the visual of her defending herself from bullets, and I also think that it's far more important to represent her best physical qualities - dexterity, agility, skill, martial prowess - over sheer physical resistance.

If she were to casually walk through machine-gunfire without so much as blinking, like Faora in MOS did, it would feel wrong to me. Sometimes overpowering the character can reduce their agency and rob them of a chance to show what else they can do.