This is not a theory, I just want to try and explain a scene that we've seen in the last episode (fire and brimstone).
Near
the end of the episode where PJ gathers the three suspects with the tattoos near the window and aimed at them with the shotgun, we see a flash of light and we hear a gunshot. Heller probably wants us to think that PJ shot a suspect (for those of you who think it's not Jane who fired but the others behind his back, I tell you it's impossible, simply because the shot we heard cannot be a pistole's shot because it's too loud). Well I'll explain why he shot the shotgun, be very attentive:  remember earlier before they came to the house, he brought the shotgun with him, he went to the room where his wife and daughter were killed, as if he meditated one last time before killing RJ, then, he went to the other old house, he laid down the shotgun on the table, responded to Theresa's call, and then in what seems to be a hurry he opened the safe to take a gun, a pistole to be specific. Look closely what at he did with the pistole, he verified it was loaded, we can see the ammunition.We have some questions here, why would he need a second gun if he has already gun, and a shotgun at that is more trusty than a handgun, why would he make sure the pistole is loaded and not the shotgun. Now, here is the catch: the shotgun he brought from that shady guy is a fake, or to be exact, it shoots blanks. Now you ask me why did he need a fake gun with blanks, if he already had a pistole. I think that PJ anticipated the scenario where more than one suspect will have a tattoo, that's why he acted quickly and didn't hesitate when he saw 3 of them having the tattoo. He gathered them near the window and then shot the blanks. But for what reason you say? Here's the reason: to see their reaction when they think they're gonna die, after all a man only shows his true nature in the face of death. So PJ wants to see their micro expression/reaction in the lastest moments when he shots the gun, even if it is a blank it will do the job eventually, and let's not forget that PJ is no normal man, he is in fact a "Mentalist", and he will most probably pick up the smallest clues in that brief moment of panic and distress.

Thank you for reading, please comment on any ideas or questions you might have.

Just a bonus: Bertram's reaction in that episode was too suspicious, also when PJ tells them that one of them is RJ, they either laughed (Styles and Smith), or were scared (Haffner), or even made a facepalm (McAllister), except for Bertram, who didn't seem surprised and asked him back: "Who is it?". it almost feels like he's RJ and is taunting Jane. Well, it would be a logical reaction from him if it were the case.