Hong Kong stuntmen are all certifiably insane. That's why HK action movies are so cool.
In movies, most guns that are self-loading have to be modified in order to cycle blanks. As I understand it, this involves closing off most of the barrel, except for a small hole through which gas escapes so that the camera can catch the muzzle flash.
In the case of guns that are manually operated like revolvers, pump-action shotguns, or lever-action rifles, you wouldn't need the block in the barrel and an unmodified firearm would probably function just fine with blanks.
(As I recall, Lee was shot with a revolver?)
Also, the sound of gunfire in a movie is rarely the sound that was recorded on set. In post-production the audio crew usually inserts gunshot sounds.