Eva (in front) and Shamshel. The Angel is engulfed by gunfire.
Mr. Tines: The Pallet Gun clearly fires some form of high explosive munition, rather than a kinetic-kill or AP type of round.
tv33: There are various kinds of munitions, especially for large caliber weapons like the one Shinji is using. A kinetic energy round (such as those made out of depleted uranium) uses the speed and density of the round, rather than explosive power, to do damage. What Shinji is firing is probably some type of HE (high explosive) round, where the center of the shell is hollowed out and packed with explosives, which is why we see the big plumes of smoke.
Reichu: Notice how Shamshel finally has her tentacles out here. The official name for them is hikari no muchi, or "whips of light". ("Lance of light", "whips of light" — what's next?) These are apparently physical structures (I will point out the evidence for this when it comes), normally retracted within the body, that are powered and amplified by energy when extended. They're a much more versatile weapon than what Sachiel had — the whips can slice, pierce, sizzle, plus they're prehensile.
Gundampilotspaz: Shamshel really is presented as an evolved version of Sachiel, from the superiority of her weapon to the very construct of this battle. Earlier in the episode (013~014), Shinji faced a copy of Sachiel in a situation that was very close to this one. Sachiel was beaten easily, whereas Shamshel isn't even phased. Another subtle hint (there are alot of them) that the Angels are getting stronger.
Reichu: Well, that was just a stationary, ATF-less simulation. If you set your training mode opponent in Super Smash Bros. to "Stand Still And Take It", you're not going to get a very accurate assessment of vis true power. ;;>
But, yes, the Angels do tend to get "bigger, better, faster, stronger" from here on out, though don't get the idea into your head that the logic for this is anything but "intelligent plot design", kids. The Angels are not being sent by anyone. They apparently do not share any common consciousness, so each one must evolve and adapt on vis own terms, as opposed to learning from the mistakes of vis predecessors. Of coure they get stronger and more difficult to defeat — to the main characters, they must serve as a series of trials, and what fun would that be if each one fell over and exploded after being dealt a few rounds of ammo?
Hexon.Arq: If they wanted to add variety and rid us of suspicion, they could have pulled a "CoaEG" and had something like Amaliel, the Koosh Angel of Weakness. (It also would have brought the number to 18, making Lilim #19, or the one that doesn't fit.) So to answer the question, QUITE fun. :D
Dr. Nick: Right now, Lovecraft is spinning in his grave like a dervish on ecstasy.