Many of the gung ho guns did it. It is not enough to just kill your enemy outright, you have to make sure your enemy knows you are about to kill him, that you are superior to your enemy and nothing your enemy does will stop him from dying. And also, the introductions. This is all standard samurai duel rhetoric.

Yeah, Knivves doesnt want Vash dead, just toy with his head

The season would be too short

Yeah, but the bullets travel faster than sound

At least in manga up to that point gun ho guns were ordered to actualy kill him.

All of the Gung-ho Guns were part of Knives little plan to make Vash suffer. Killing him would have ended it too quickly.

We can asume if she would try to shoot from front vash or any other strong target would wake up when he would notice danger.

Well probably because Knives didn't want to kill Vash, but test Vash's skills and see if he were willing to kill to win. Knives wanted Vash to join him.

If she did that vash could probably pick up the gun shot and dodge it. When she "teleports" she throws him off then has a shot.

Maybe she has a terrible shot

Neon Genesis Evangelion is the worst anime show ever created.