They, just like the listed 'regular' agencies are largely above/outside the law for the idiotic NFA/GCA/Hughes amendment nonsense.
Welcome to the world of open ended black budgets.
There's times a 40mm might be just enough gun. Other times when you'll wish you brought something powerful.
(some models come in a revolving cylinder format) Add in an array of ammo types from rubber balls & chalk markers to HE, you've got a busy armorer. Need to get bigger? Give a Mk19 launcher a stock & bipod or vertical foregrip & remember this thing doesn't user the m79 hi/lo type rounds, but higher pressure ones.
For a smaller backup type gun (and he's that big), think Desert Eagle. But one in 500 S&W with bullet weights from a lightweight 275 grains copper bullet to a 700+ grain lead wadcutter that loafs along around 1100fps
Thankfully? No one thought of making a multishot version of the PIAT. Tho magazine fed one might not be completely unpossible....