I feel a bit silly asking this because he has just been shot in the forehead, not point-blank but pretty close to it. But then stranger things have happened in the series. He also looks at Mulder after making the sound.
Here it is, a few seconds in ( @3m21s ):
If it was slightly more random, I would dismiss it as a spasm, but it really does sound like he is attempting to communicate something.
I have replayed this part over and over trying to figure out what he says or is trying to say. But then I thought it could be a Russian word or phrase, which I wouldn't know.
I'm hoping there are some die-hard fans here who know conclusively whether it's a spasm or some word.
I've searched for an answer on that internet, but couldn't find any references to it, which usually means I'm on my own! Especially considering it's quite a high-profile TV moment. Maybe your kung fu is superior?