It would be a pain.
Storefront FFLs charge a fee, generally higher than the typical DROS fees for out of state transfers. (Some over $50-$100 or more per gun.)
I think a lot of this is to keep people from bypassing thier inventory and getting what can typically be found cheaper online. They make up the price difference in most good deals through transfer costs.
But it still applies to plain transfers too.
All guns must be transferred through an FFL.
You have to then register every handgun with the CADOJ, which charges a fee per handgun.
I think it is $19 per gun.
No handgun can have magazines over 10 rounds, or threaded barrels.
Disassembled mags are legal, as are threaded barrels not installed in a pistol.
Threaded barrel on a semi-auto handgun instantly turns it into a prohibited 'assault weapon' with a 10 year prison term.
You also need to possess a current HSC that last 5 years, $25 and a test.