If you notice, the light catches the bullet just right on about his second or third shot and you can see the bullet exit the muzzle if you're watching closely. I always find it pretty cool when you can see the bullet, but the light has to be just right.
I saw that too. The first time I saw it for myself, I was shooting a 9mm with jacketed hollow points late in the afternoon with my back toward the setting sun. It looked like tracers. Pretty cool.