I don't think I've seen one. No snipers from Bandit and Tediore nor SMGs from Jakobs or Vladof, either.
Nope, the game saves immediately upon opening the chest regardless of whether you take anything out or not. However, your number of keys is stored in your profile separate from your character, so you can go into your save game directory and write-protect your profile and then open the chest, swipe the loot, quit, and repeat. Then un-write-protect once you've got something you like. Only downside I see so far is that your profile is also where your badass rank is stored. So if you do the trick several times, and repeatedly swipe the loot, you don't get the 150+ Badass ranks from looting purple items, but it will count that challenge as completed, so you won't be able to get them again.
He did that three times for me. When I was told to check his body for the gun, the quest marker pointed underground. Had to reload at which point his corpse shows up on the gantry at the back. Consistent bug for me, but at least it's not gamebreaking.
On a different topic, anyone else hate the new Hyperion weapons? Hyperion used to be my jam, but now the aim-sway all but ruins them. Really doesn't seem to fit the image of precision that they used to have in the first game.