Believe me, as an individual that is very pro Buddhism and pro firearms I really want some magical quote by the Dalai Lama extolling the virtues of firearms. Many would point to his quote made May 15th 2001 as reported by the Seattle Sun Times:
"If someone has a gun and is trying to kill you, it is reasonable to shoot back with your own gun."
Wow, there you go, Dalai Lama said so himself...look no further...or perhaps you really should look a little further, because that's not the end of the quote as 99% of the internet would have you believe:
"If someone has a gun and is trying to kill you, it is reasonable to shoot back with your own gun. Not at the head, where a fatal wound might result. But at some other body part, such as a leg."
It's obvious why pro firearms people would choose to omit the last sentence of the quote. A great deal can be inferred from the full quote.
1) really, don't kill people.
2) the Dalai Lama (not surprisingly) doesn't really understand how firearms work and what bullets do to people.
3) the Dalai Lama is trying to be inclusive to a people that possess and hold in high esteem, firearms. He's trying to not be a hater, and he's pretty good at it.
There is no quote (that I know of) that the Dalai Lama has made that really supports guns. At best this often sited as a pro-gun quote is just the Dalai Lama accepting that firearms are here.
Gandhi on the other hand:
"Among the many misdeeds of the British rule in India, history will look upon the act of depriving a whole nation of arms as the blackest."