I'm not a business major so I'll let others speak to that point and speak just on the technical with my humble opinion as an engineer. I think unless you found a specific "gun engineering program" don't waste your time with an engineering program. Being a professional engineer is not required to design a gun and you will not find the word gun in any professional engineering exam to receive profession licensure. I would start with gun smithing school, work and learn that trade and take a few classes in machining. Take some courses in computer aided drafting and manufacturing (CAD/CAM). This will allow you to digitally design parts for a gun and generate machine drawings. Take the part drawings to a machine shop and sub out that work until you are able to perform in house (very high cost equipment). Take any additional courses you feel you need to bridge the gaps (metallurgy, etc). I feel a good quality machining course will teach you all you need about metallurgy. Basically design your own curriculum for what you need.