Did you remember to warm their beer before serving?
I don't think it should be a problem to ask them if they want to go shooting. Don't expect them to be shocked. They may be totally and genuinly disinterested, but they are probably not going to be very "anti" or "shocked". In my experience guns are a non-issue to most Brits, they are not so much "anti", they just don't care. Make sure you stress the fun-factor, don't go "tactical" on them on the first trip.
It may take a bit more time to get to know those Limeys than you're used to with the average American. A bit more reserved, you know, old chap. You guys may be separated only by a common language, but sometimes it can be amusing for an outsider to observe failed attempts at cross-cultural communication...