I think I have had something similar happen while cross country skiing in the Wasatch range of Utah. But I am slightly confused: you said:"what we thought was a gunshot pass overhead". Did you hear something like a bullet zinging through the air above your head? or did you hear a "boom" or "thump" under your feet?
Anyway, we had driven up to some high elevations but gotten to a rolling bench near the foot of the higher peaks. We are skiing along, I heard a muffled "whump". It reminded me of the sound you get if you are carrying a heavy bag of fertilizer or sand or mulch over your shoulders and you throw it down on the ground. I guessed that it meant the snow was very unstable and if the hills had been steeper where we were, avalanche danger would have great. This theory was somewhat confirmed by the fact that- way in the distance we could hear the canons being fired over at the Alpine/downhill ski resorts as they tryed to preempt avalanche by firing their canons into the snow on the peaks. So I figured that the snow was trying to avalanche under our feet, but really could not do much as we were on gentle hills. It was just a guess, but I heard this sound several times.
Could this have been what you were hearing?