There are some people - some families and even some cultures - that "live by the feud". It is a difficult mindset to deal with. The incidents are often too petty to report, and there's usually a lack of evidence, even though you might be 100% certain who is doing it. To them, it's a game, a major form of entertainment, and it's how they achieve status within their family or group.
It's nothing personal, just that you are a different "tribe" living in close proximity, and so you become the focus of the game. Any retaliation that you do will be taken as a major affront that will only escalate the game.
As soon as you recognize that you're dealing with this type, you have to out-crazy them. Don't engage in any back-and-forth or veiled accusations, or threats of police action. Just make a nice, friendly threat.
In this particular case, I might do something like trot over to the fence and call my neighbor over. "I Heard you shootin' your rifle over this way. A couple slugs even hit my house". Now hand him a mashed slug from a .44. "You wanna be careful about ricochets, Neighbor. Have a good day."
This tells them, there is no game. You won't go crying to the authorities but are perfectly ready and willing to take care of the little problem yourself. This they can understand.