But you've made such pretty art, why would you want to ruin it?
Anyway, you could try the Destroy action. Just be sure to uncheck Loop in your animation.
+ Gunfire: On animation finished
Or you don't even need to create the gunfire every time. You could just use one sprite with a blank end frame. Always stick it at the end of your gun, and point it in the same direction, then set the frame when you want it to play. Make an image point for your barrel on the player.
-> Set Gunfire position to Player (image point "barrel")
-> Set Gunfire angle to Player.angle
+ On Control "Fire" pressed
-> Gunfire: Set animation frame to 1
-> Play animation
When it's done it'll stop on the blank frame and look like there's nothing there.