It's perfect for Umbrella Chronicles. It works well in Ghost Squad, though as ProGurl would point out, that game is all about machine guns, not pistols. I haven't played it, but I imagine it's good for House of the Dead 2 & 3 Return.
Basically, if a game proclaims Wii Zapper support, that means it was designed to be played without the remote's face buttons, so it should work with any gun shell. The only caveat is that Nintendo's backwards Zapper design might lead some developers to make Z the fire button instead of B, which is fine for the Zapper itself and clones of it, but not for pistol designs like the Perfect Shot. Hopefully, they'll be smart enough to make that optional.