Girls With Guns describes a sub-genre of action media that focuses on strong female leads being awesome with firearms. May or may not involve Heroic Bloodshed. It was developed somewhere in the Hong Kong film industry and has since made itself a genre that is often used in anime. Usually involves gun fights, stunts and martial arts.
Small Girl, Big Gun is a subtrope—Girls With Guns aren’t necessarily small, and their guns aren’t necessarily big. Yeah-heh.
Note that this page describes a genre, not a character trope.Individual examples of Girls With Guns go on The Gunslinger.