This cannot be done with more than two weapons. Get a melee weapon (baseball bat, dildo, or a police nightstick) and an ordinary shotgun. If you have more than those two weapons this trick cannot be done. Switch to your melee weapon. Walk up to a pedestrian and hit them, then immediately press B to switch to your shotgun. If done correctly, CJ should hit the pedestrian with the shotgun as if he were using it as a melee weapon.