Jokes on other Pico, that Pico doesn't even have a job. He's just a coutner-terrorist and a hired gun. I could even see Pico's reaction. He'd probably calmly try to talk him out of it, before deciding to pull his own gun out.
Pico: You really don't want to do this. If you want to shoot someone, shoot Nene, she's been trying to off herself for 22 years. No? Fine then. *Pulls out machine gun.* PUT THAT FUCKING GUN DOWN!!!