Nope! That would be breaking the rules of a no merchant run afterall. The idea is to literally 'live off the land'- I've already done that and succeeded by completing the challenge this thread covers, where I only got to use three unupgraded weapons- the Handgun, Shotgun and Broken Butterfly- plus grenades. Perhaps I could gradually build up to a Handgun-only run by attempting another run through without using the Butterfly, then another where I don't pick up grenades- and then finally ignore the free shotgun. So build up to it in a sense.
I'm fairly certain I won't be able to do this because there are certain scenes that will be EXTREMELY hard without a shotgun and grenades. Just to name a few:
- Cabin fight, 2-2
- Mendez himself, 2-3
- Water room, 3-1
- Colmillo maze, 3-2
- Armadura/King's grail room, 4-1
- Clocktower bridge, 4-1
- Novistador cave, 4-2
- Mine cart ride, 4-3
- Salazar himself, 4-4
- Wrecking ball room 5-2
- Truck ride 5-2
- Military areas at the start and end of 5-4
The common theme with all these areas (other than the King's grail- that's horrible because the handgun hurts the Armaduras very little), of course, is the high concentration of enemies. The Handgun is well known for being next to useless against crowds, shielded zealots and soldiers, and against creatures like Novistadors and Colmillos.
Overall, possibly an even bigger impedement than not having the shotgun will be the lack of flash grenades for killing Plagas- this would be especially nasty in places like the cabin fight, the water room, the clocktower bridge and the wrecking ball room.
As I said, I'm almost certain I won't be able to do it- I may even get permanently stuck at the cabin fight for all I know! But I may as well give it a shot.