Well, it helped that the balloons were filled with hydrogen!
British developed tracer .303 in 1915. They were certainly used against Zeppelins, so I assume used against observation balloons.
I seriously doubt this balloon used hydrogen for lift.
The balloons skins were impervious to 0.30 cal that old school biplanes used. The Krauts are not stupid. There was a guy who landed on top of a Zeppelin, set a time delayed fused and parachuted back down to mother England. Earned a Victoria Cross, and not posthumously.