They would work but not as effectively as they would against, say, humans because even basic technology is made less effective in the presence of Twilight Beasts. Just about the only thing beyond crossbows that's effective is very long range artillery and even the shells from those artillery will degrade.

Anything manufactured by modern means is also less effective. e.g. A sword created by factory means would be less effective, and prone to damage/shattering, than a sword smithed in the traditional fashion.