GHENT, N.Y.—The vegan, the yoga instructor and the former Peace Corps member mingled with other women at a recent retreat in upstate New York, sharing advice: Keep both eyes open when firing a shotgun. Ear plugs are essential to mute the blasts. And when women shoot, the butt of the gun needs to sit between the shoulder and collar bone to cushion the recoil, an adjustment to the typical male shooting stance.

Even as New York City Mayor Michael Bloomberg has emerged as one of the most vigorous national voices for gun control...