There’s an idea, but it’s not fully mature, you can remove the bullet from the physics space when it collides with the geometry face, it would stick to the object, then change the bullet color to completely black(or leave it as it’s or change its texture as you want ), it is a little bit of deceiving option, but it wonot satisfy you, if you want an advanced option.
I think @capdevon has made a more dynamic progress in this option(sticking bullets) :
EDIT : I realized that you are using rays & not geometric shaped bullets, this way would work only if your bullets are Spatials.