He doesn't use guns because he specifically doesn't like them. If it were just about killing, he'd use nonlethal bullets. The no killing rule is a separate but related phenomenon.
As for explosives, he generally only uses flash bangs, but when he's fighting someone who can clearly take it (like Superman or Darkseid) or a robot that it's okay to kill, then he uses more lethal bombs.
He doesn't use guns because he specifically doesn't like them. If it were just about killing, he'd use nonlethal bullets. The no killing rule is a separate but related phenomenon.
As for explosives, he generally only uses flash bangs, but when he's fighting someone who can clearly take it (like Superman or Darkseid) or a robot that it's okay to kill, then he uses more lethal bombs.