There’s more thorough explanations here already, but quite simply- one bullet would not perceive the other hitting its wall at the same time as itself. Remember that to see the bullet hit the wall, the light from the event has to travel to your eyes. You are equidistant. If the bullet had eyes, that light has to travel that extra distance- wall to wall. It would hit the wall, and slightly later would see it’s companion hit it’s wall.

A more mind bending “paradox” is the ladder paradox in which a ladder contracts to fit in a barn too small for it. I can’t explain it better than wiki here.