Tomb Raider I-III Remastered Starring Lara Croft

Easily Done.
When entering the coliseum Pierre is usually located at the far left.
Don't go to him to scare off, simply play through the level unlocking the doors. He doesn't shoot at you until you get close to him.
If you do loose track of where he is don't forget to use photo mode to relocate him.
Once you have done the boulder avoid room the next is the quick platforming room to get the magnums.
Pierre is usually located at this point at the entrance to the coliseum along with a lion.
Again use photo mode to see where he is as he loops in and out of the entrance
I waited until his back is turned, ran past the entrance and jumped up the steps diagonally to the next location to get the guns.
Collect the guns in the raised platform room then go see Pierre.

The first theoretically possibility to get this achievement would be in the colosseum level 6. However you get the magnums around 2/3 of the level so you'd then need to hold off on "scaring" him away untill then which can be a huge pain.

The easier approach would be to get the magnum guns in the colosseum level 6, and scare Pierre away in the cistern level 8.