Being a dinosaur doesn't make it bullet proof, and a shout gun blast to a face at point blank range with a yeti, no anything should kill it. 'Its not how it is' will not be accepted
With a large dinosaur I can see it taking several shots to bring it down. I've been a hunter for most of my life and I've seen deer get hit with a high powered rifle and still run a thousand yards. Elephant hunters always aim for the brain because it's just too hard to bring them down with any other shot. It takes a high powered rifle to penetrate their thick skull.
Once a bullet strikes something you can not predict what path it will take. I know of a young man who got shot in the chest with a rifle but the bullet ended up down in his guts. It struck a rib and diverted away.
The larger the animal is the harder it its to penetrate to a vital organ. When you are talking about something that can be as big as a dinosaur it may well take a brain shot to stop it.
The further the animal is away the less damage will be done by the shot. This is especially true if you are using most handguns. Their range is limited to begin with and every foot the bullet has to travel from the barrel will cause it to lose energy.
Of course when you are talking about movies they have to make them almost invincible otherwise the movie would be ten minutes long.
I rememebr reading about the elephant that killed a man long ago and no gun was powerful enough to pierce it's skin so they had to hang it. I'm sure dinosaur with tough scales could shrug off a few bbs. I'm not saying it'll walk away unscathed though.