Revealing mistake: When Kadaj kneels in front of Rufus Shinra, watch his sword. As he kneels, it goes through the floor.
Revealing mistake: In the final battle of Cloud VS Sephiroth, when the Shinra HQ is collapsing, in the final shot of the building collapsing, one of the pieces of rubble is not there for about one or two frames, then it suddenly appears. A slip up in the CGI rendering.
Revealing mistake: During the Bahamut attack scene, in some of the wide shots above the city, you can see some of the people (All computer generated) running "through" each other.
Revealing mistake: When the giant crowd has gathered around the memorial before the Bahamut attack scene, you can see some of the CGI people are using the exact same body animations.
Revealing mistake: After Aeris resurrects Cloud, he finds himself rounded by children in the pool of water in Aerith's church, but when he stands up he is completely dry.
Answer: The bullet bounced off and thereby did not directly hit him. As Kadaj's gang were after their "mother", you can be sure Yazoo did not intend to kill Cloud yet, so he must have aimed for the goggles. It's impossible for the bullet to graze his forehead in that angle, even though Yazoo could have calculated that, too.