Maybe he uses the "No Colide" option.
You only need to put a good position of hands/arms and later pick the gun a give it "No Colide" then only rotate the gun to a good position (the same position as the hands/arms) and put in a zone of the hands where looks nice and take the shot from a good camera view, that is all.
Dont worry the gun will not get moved or stucked, because the "No Colide" option is how givin "NoClip" to the model selected.