If setting the bullet to a sensor is not an option, you could set actor to can not be pushed, however that renders the actor unable to collide with tiles. A work around is to just set the actor to a very high mass, high enough that the bullet will not move it.
Below is a quote from Stencylpedia
Heaviness Tab
Mass
How much your actor "weighs." The "heavier" you make an actor, the harder it will be for other objects to move it.
Tip: Setting a very high mass can roughly simulate infinite mass / cannot be pushed, without the side-effects of that mode.