How to set the condition execution step

See How to get keyboard input in pygame? and How do I stop more than 1 bullet firing at once?. You have to use the keyboard events instead of pygame.key.get_pressed().

pygame.key.get_pressed() returns a list with the state of each key. If a key is held down, the state for the key is True, otherwise False. Use pygame.key.get_pressed() to evaluate the current state of a button and get continuous movement.
The keyboard events (see pygame.event module) occur only once when the state of a key changes. The KEYDOWN event occurs once every time a key is pressed. KEYUP occurs once every time a key is released. Use the keyboard events for a single action or a step-by-step movement.

# application loop
while run:

    # event loop
    for event in pygame.event.get():
        if event.type == pygame.QUIT:
            run = False

        if event.type == pygame.KEYDOWN:
            if event.key == pygame. K_SPACE:
                # [...]

    # [...]

An alternative method is to lock the key with a Boolean variable:

space_pressed = False

# application loop
while run:

    keys = pygame.key.get_pressed()
    
    if keys[pygame.K_SPACE]:
        if not space_pressed:
            space_pressed = True
            new_bullet = Bullet(screen, gun)
            bullets.add(new_bullet) 
    else:
        space_pressed = False