After further reflection, I want to say that the problem is wrong (and several other commenters have said something similar): the premise that your money buys you no expected utility post mortem is generally incompatible with your survival having finite positive utility.

Your calculation is of course correct insofar as it stays within the scope of the problem. But note that it goes through exactly the same for my cases F and G. There you'll end up paying iff X ≤ L, and thus you'll pay the same amount to remove just 1 bullet from a full 100-shooter as to remove all 100 of them.