No, there's not. There's no reason to believe a bullet to the head wouldn't kill her. Quicksilver died via fairly conventional means and was created the same way she was. She's shown no resilience to weapons that I can recall (beyond the usual hero plot armor of explosions only making people dirty and scratched up).
Yes, before... before she took an entire town hostage, revived her dead husband, created children for herself, and made them all act out sitcom plots. What part of any of that says "She's going to listen to reason and just stop all this if we ask her nicely."? Monica's already tried to talk with her and got attacked. Twice now, actually.
She didn't become more powerful the first time they pissed her off with the drone. She only ever expanded the hex once Vision was in trouble, which wasn't something they caused -- it was Vision himself trying to escape and find a way to stop all this.
Preemptive attacks against baddies don't typically work because these are super hero plots and if the villain could be taken down with an easy surprise attack every movie would be over in 10 minutes. It doesn't make it illogical for characters within the universe to still attempt them. This is like saying none of the world's militaries should ever try to combat a threat because they always prove to be ineffective in the MCU. As for Thor, none of his spats with Tony have ever amounted to anywhere close to what Wanda's doing.