I don't think it's that. How else would he have his undeniably awesome wit. It's just, getting shot in the middle of the head, isn't on his list of things to be concerned about.
Deadpool's body was once so utterlydestroyed that only one of his hands remained to be buried. And then the rest of his body regenerated out of that one hand! Yeah, I think he could survive a bullet to the head. He'd be temporarily dumber than a brick, but he can walk that off.
