Board Thread:Speculation House/@comment-97.95.183.188-20151028155331/@comment-25396609-20151028174620

A solid projectile is more damaging to something like grimm than would be an energy blast. Energy shots like plasma are effective against fleshy targets because they literally melt the flesh, causing far more trauma than an ordinary bullet. However, the creatures of grimm are not flesh and blood, so it is more ffective to deal physical trauma. Huntsman and huntresses are focused on fighting grim, so they use tools designed for the job, the same is true of the atlesian knights and the paladins.

It's also a matter of what is or is not cost effective, and as far as we know dust may be expensive whereas bullets are dirt cheap, since they likely need at most a tiny pinch of dust, given the currently shown conversion ratio of dust/energy.