Flat out tell him what you're doing.
You're not shooting for score, you're shooting to find out about the gun's characteristics, and at that point you really don't care if you're hitting or not.
Thank him for his concern, but tell him you've got everything under control.
If you snap out at the guy, you're going to look like A-hole, not him.
Oh, and I guess since you asked, this advice IS wanted?