Quoted:...a needle decompression...
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DO NOT CARRY OR USE THIS IF YOU ARE NOT A TRAINED PROFESSIONAL WORKING IN A PROFESSIONAL CAPACITY
Needle decompression are not something to be done lightly. The require significant training to recognize when to perform it, and when to NOT perform it. You can cause more harm than good, and believe it or not, not ever gunshot wound will result in a pneumothorax. Creating a simple chest seal works just as well and does not result in another hole in someone or potentially cutting the artery that runs underneath each and every rib. There are a whole bunch of legal issues if you use a chest decompression needle in the field and you are not a trained responder working. Look up "Good Samaritan Act" and see what you are covered for (I'll give you a hint, not very much).
Here is what I suggest you carry (I'm a Paramedic in a large urban environment, dealing with anything and everything):
Gauze pads (4x4's)
Medical tape
Bandaids
Triple Antibiotic Ointment (aka Neosporin)
Nitrile gloves (2+ pairs, always have extras)
Carry that in a quart size zip-lock bag. That will cover your basic scrapes and cuts. If you need to bandage a bullet hole, tape the bag on 3 sides over the hole. This creates a self "burping" chest seal. This negates the need for putting a needle in the chest, and works just fine. If you need more than that, call 911. My personal med bag carries a couple extra items, but really I just carry a whole bunch of the above.