Busiek later said there was no discussion of a special bullet. (Nothing in the issue suggests it was a special bullet, iirc.) He also said that he didn't believe it should have kayoed Thor.
I distinctly remember Busiek saying he advised Preist that might Thor pass out from the shock.
I think you're misremembering.
I recall him saying that someone could open up on Thor with an automatic rifle at point blank range and the end result would be Thor still standing-- bleeding, but standing-- while his assailant wouldn't be.