I strongly disagree with this approach. While I share the concern about Islam, we are better off supporting the assimilation of Muslims here while we curtail further immigration from cultures incompatible with our constitutional republic. We all know Islam spreads by force and threatens to kill those who leave it–why then would we close them off from defensive training that would embolden them to leave Islam and perhaps even come to Christ?
Besides which, why would they pick a shooting range that can shoot back instead of a “gun free zone” and why would interrogating them on their beliefs be any more effective than asking criminals to follow gun laws? Wouldn’t they just practice taqiyya and lie about it in order to gain access to the range? Ridiculous.