I am not a lawyer, but I have more than a passing familiarity with Texas law.
Possessing a stolen firearm or stealing a firearm in Texas is a "State Jail" felony, regardless of the value. If the value is over $20K, it is a Third Degree Felony. BTW, the normal value for State Jail felony offenses is $1500-20K, so it would have been a felony either way.
Despite all of that, this sounds more like a civil matter, unless you have a receipt or some type of paper that can show that you owned the weapon.
If the value of the weapon is less than $5K, you can file a small claims suit with either your local Justice of the Peace Court, or the JP Court where his gunshop is located. You will have to pay some fees to file the suit, and to get him served by the Constable.
After that, they should set up a pre trial hearing to try and resolve the matter. If that doesn't work, there will be a trial before the court, with the JP presiding. They will decide the merits of the case.
If he fails to show (which usually happens) you will most likely get a default judgement against him.
To enforce your monetary damages (no punitive, just actual loss and court costs), you have to file a "writ of execution." If the judge approves it, which they usually will if you won, a constable will go to his business and seize enough property for an auction to cover your losses and the cost of auction. If they don't get enough the first time, they will go back until they have enough.
This whole process will take six months to a year, so it isn't easy.