Cheap way is to remove the buildings as static objects.. if you host dedicated people still see the buildings but they wont have any physics thus objects including bullets will pass right through them..
Of course then you'll have people walking | Driving | Flying through walls that are not there..
heh.
You might want to try removing the collision physics to the objects you wish the bullet to pass through.. but you'll probably end up with the same issue.. everything will be able to pass through it.
Of course this isn't what you wanted.. lol so...
I noticed if objects have splash damage and you increase the radius they can often penetrate walls..
