When that doesn't work, they go to Plan B: a portable battering ram. It seems weird, but in traditional assassinations, a portable battering ram is what you bring on the off chance your bullets can't get through a bulletproof car.
"Who made a 'stupid purchase request' now, Gary?!"
Unfortunately, it also doesn't work, so Nick Fury kills most of them and leaves. That's when he runs into Plan C: the Winter Soldier with a landmine-launching gun.
Which is a fundamental misunderstanding of both mines and guns.