I believe that the only punishment for non-payment is suspension of your account. I could sue, I guess, if the high bidder refuses to pay but I would not.
Frankly, I think the bidders are just being funny and I don't really expect to collect. They should know better, but maybe they do not. But this is a real auction and I will proceed under the assumption that the item is sold. If the high bidder refuses to pay then I will file a non-payment complaint with Gun Broker for refund of the selling fee (about $400 at this point) which I will be charged upon closing of the auction.
Has anyone considered the possibility that the bids are genuine and the bidders fully intend to purchase the item? Recall the potato chip in the shape of Illinois (or whatever) that sold for thousands of dollars on ebay? People with money do funny things, sometimes.