I was under the impression that it wasn't the gun piercing the ear, it was the stud inserted into the gun that actually pierces the ear, so no part of the gun would actually enter the ear. Not that I'm an expert or anything, but that was what was done for DD#1 a couple months ago at Claires.
Otherwise they would be required to sterilize, replace, etc.
I did want to mention - if your child plays sports, they usually CANNOT have earrings in place. Which means you must get them done between sports with enough time in-between that they can remove them when necessary without worrying about infection, closing, etc.
I had to veto DD getting them done during the soccer season since she wouldn't be able to remove them (I was the coach, and constantly collecting jewelry, hair bands, etc. from the girls that kept forgetting), and then she had to wait several more weeks after as she couldn't have them in for her dance recital. Each time after she finally worked up the courage to get them done...