I don't think this can be answered through evidence shown in the books or other sources but I do lack on pottermore knowledge.
We know Voldemort would not use a pistol it is much too muggle(Yes it's a measurement now) for him, he would despise the very idea of resorting to a muggle invention to fulfil his needs. I'm not even sure if he would consider it anyway much like dumbledore states with sacrificial magic:
"But I knew too where Voldemort was weak. And so I made my decision. You would be protected by an ancient magic of which he knows, which he despises, and which he has always, therefore, underestimated — to his cost. I am speaking, of course, of the fact that your mother died to save you. She gave you a lingering protection he never expected, a protection that flows in your veins to this day."
From this you can gather that if he despises something ultimately he disregards it and in turn underestimates it's usefulness.
He may think of slitting his throat with a knife much akin to how the oldest Peverell brother died. It isn't extremely muggle but it is definitely not magical. Voldemort is out to be the most powerful Wizard afterall.
We do know that if Voldemort was to touch harry he would be exposed to excruciating pain this is evidenced through what happened to Quirrell when he was merged with Voldemort. That may transcend into knife wounds and would most certainly hurt Nagini.
It would be however silly to think that he could send Nagini out to kill HP as this he clearly would have considered although I am not too sure as to whether he would use her to kill HP. Definitely wound and entrap until such time as Voldemort arrived himself. Think of the scene in Godrics Hollow.
We do know that the Basilisk was immune to the effects of the sacrificial protection though but he is an incredibly powerful dark creature.
Although by the time that Voldemort was actually ready and able to kill Harry he was immune to the magic of the Sacrificial Protection anyway. As he used Harry's blood for the body build spell he could touch and harm harry without consequences.
Harry showed them both the place where his robes were torn, and the cut beneath them.
‘He said my blood would make him stronger than if he’d used someone else’s,’ Harry told Dumbledore. ‘He said the protection my – my mother left in me – he’d have it, too. And he
was right – he could touch me without hurting himself, he touched my face.’
‘Very well,’ [Dumbledore] said, sitting down again. ‘Voldemort has overcome that particular barrier. Harry, continue, please.’
Goblet of Fire - page 604 - Bloomsbury - chapter 36, The Parting of the Ways
May I also point you towards a question that features a Brilliant answer from DVK on how Voldemort is a highly functioning psychopath: What caused Voldemort to become so Evil, or is his villainy 'inherent'?