In Blade Runner 2049, Weta Workshop had their laser pistols set up with a solenoid that moved back and forth with a trigger pull. Adam Savage looked at them in a Tested video. I don’t know if it’s cost prohibitive, but it sure seemed like the right way to do it.
However, you don’t get smoke with that. You can definitely rig something up as they did it with a knock off nerf blaster in the 80’s or even a cap gun, but at some point I assume the level of complexity makes modifying a real gun cheaper.
You could weld shut the barrel of a gun, which is what a lot of them do, but it seems like it’s a cost cutting measure when they used real guns that would retain their value. Alec (as a producer) used a cheap setup with a cheap armorer that didn’t know what they were doing. It’s both of their faults.