The answer you are looking for is no. The point of bullets is to kill people. If you tried, you would find the bullet goes by too fast to see, much less reach out and catch. If the bullet hit your fingers, most likely they would be shot off.

Has anyone ever caught a bullet in their teeth?

In more recent times magicians such as Dorothy Dietrich (1981), and later Criss Angel (2000s), and David Blaine (2008) have caught the bullet in a metal cup in their mouth that makes it credible.

Can you dodge a bullet?

Bullet dodging, Scientific American reports, is one such make-believe ability invented by Hollywood. Regardless of your speed and finesse, no human can dodge a bullet at close range. The bullet is simply traveling too fast. Even the slowest handguns shoot a bullet at 760 miles per hour, SciAm explains.