Yeah, just kill/bomb the shopkeeper, especially if you can do it on one of the later levels (2-3 or 2-4). Once you've killed him he will stay angry at you on each successive level, so keep that in mind.
Generally, I like to kill him when I see he has a huge stock of bombs for sale. Once you've killed him, collect the bombs. That way you can use the bombs to protect yourself from him later, and take massive shortcuts through the level.
Here's how I do it. You need to have a few bombs handy:
- Take a rope, and send it toward the ceiling just outside his shop.
- Bomb the area outside his shop, but far enough away that he won't freak out. The goal is to make a hole for him to run into and get stuck in for a while. He has huge hops so he won't always stay in there forever, but he'll stay in long enough to get bombed.
- Throw a bomb toward his shop, then immediately climb the rope and get toward the top. He'll come running out and blasting, and hopefully run into the hole/area you have ready for him. Then just toss bombs down onto him from there, with some good timing, and he'll get blown up, leaving a nice shotgun for you
- The other thing to consider is there is often a good drop/chasm outside his shop that means you won't have to spend many bombs. Just do the rope thing (to stay safe), throw the bomb in, and let him run out. He'll go around so crazy that he's VERY likely to kill himself. You'll know when the "crazy" music dies down. Then all you have to do is track down the corpse and the shotgun nearby.