My favorite comic gimmick…
…was probably on Adhesive Comics’ Jab #3 from 1993, the “Bullet Hole” issue:
Yes, that’s right, each issue was shot by a real, live honest-to-goodness bullet from a real, live honest-to-goodness gun. Here’s a closer look:
And, in a clever twist, several of the stories in this anthology title incorporated the bullet hole into their narratives. Here’s an example from Tom King’s “Teen Squad:”
So you weak-kneed Communist vegetarian baby seal-huggers can stick to your comics with the machine-tooled, die cut holes through ’em, if you know what’s good for you.
EDIT 6-2-21: There is a much-newer post with a lot more details about this comic that you can read here.