If we are meaning a shoulder, then no way, if saving myself is the motive. There are far too many important bits in the shoulder; I may be killing myself, and there is no guarantee the bullet will reach the opponent with enough force to accomplish anything.
I will add my legs and feet to the list; I may need them to survive in the moments after the shot.
I will add my arms to the list; they are so skinny, I should be able to shoot around them.
That just leaves my support hand as the only possibly expendable part that I can think of at the moment. Assuming we are grappling, that hand is likely to be VERY busy at the moment, doing something VERY important. Do I really want to suddenly disable that hand?
So, while the needs of the many (collective body parts) may outweigh the needs of the few (one body part) at a moment in time, the likelihood of the sacrifice of one body part to save the rest of the body, when grappling with an opponent, and holding a gun, is pretty far out there.
Now, if I am in a situation where I am willing to die to save another person, such as a family member, and I am absolutely CERTAIN that I can shoot through myself to REALLY anchor the bad guy, so he cannot get to the one I am protecting, that is another story entirely.