Good it's dealt with and he's warmed up to them. It does fill out a bit more of the world building, depending on how much it's going to be focused on it could inform on the kind of world the hero set up in his stead. He did seem to not feel the bullet wound at all once he rode on wolf boys back.
You do realize people are able to block bullets irl too right? At a far enough distance and by predicting the trajectory it's... well it's not easy even then, but there are tons of videos online of people pulling it off.
The difference here is our MC rushing to push someone out of the way. The distance was too short for him to properly react from the position he was in.
Well they were only "devoured" for a few min so it not being enough time to digest them is reasonable. Honestly it's more surprising they didn't die from either suffocation or being crushed by everything else it devoured.
After all of the other tropes this manga is checking off its list, I'm somewhat surprised that a tentacle / slime monster can be featured in an erotic manga and not have a heroine get captured.