Introducing a story by head and shoulders. A man wanting to tell a particular story, said to the company, Hark! did you not hear a gun?—but now we are talking of a gun, I will tell you the story of one.
Definition taken from The 1811 Dictionary of the Vulgar Tongue, originally by Francis Grose.
finish * to fire a slugNathan Bailey's 1721 Dictionary of canting and thieving slang
John S. Farmer's collection of canting songs and slang rhymes