I know exactly what you're talking about, happened to me a few times and always at night when I was in bed. Scared the bejeezus out of me. Mine wasn't like a gunshot, I don't really now how to describe it other than kind of like a loud metallic scrape, like the sound a snow shovel makes on concrete, only very loud and very near.
And I don't think this qualifies as an auditory hallucination, but another fun byproduct I've noticed is that since getting sober I've developed tinnitus, a constant high pitched ringing in both ears. Could be coincidence, but it started almost immediately after getting sober. That was over three years ago, so it appears I'm stuck with this.