[@Raineh Daze]I'm going to say no, cause while they're definitely given special abilities, the bullets don't have any magical energy in them, just special properties that allow it to hurt certain creatures better. The reason why magic can't be easily accommodated for by the dimensional trait because of the magical energy inside interfering with the pocket dimension's hold on the object, so much so that it makes the object just pass on through the opening without getting absorbed. 

That's my reasoning on the matter, anyway.