Thank you for the feedback :D!
This is a hard one. Having an item on screen is basically getting another chance. So it can feel a bit unfair when there's none. You're right that it would be great to have a tricky way to save yourself, but unfortunately I can't think of anything good that would do that, without making the game too complicated.
As it is just a way to safe yourself, you don't need it if you don't get the bullet. I hope that that still makes it a game about skill :). Thanks again for the comment :).