What you're asking for really is Musketeer, a class that's long been planned for inclusion in the game but was dummied out in 1.0 - it's been ignored until now because Yoshi wanted to add more mage classes into the game (ala, ACN). Also, FFXI had the Corsair Job (COR) which used guns and dice rolls (and were literally pirates) so it's highly likely that could be Musketeer's class.

But as for giving firearms to MRD? No, sorry that wouldn't work - MRD's weapon type is exclusively great axes - the Armoury System makes it that each class only really has one weapon type, the only exceptions really being some classes have single and 2-handed versions of the same type (like CNJ having both one handed wands and two-hande staves).