If the Feds are taking a gun from you it's because they think you're PP. They may come for the one but you are PP for ALL guns. And all they have to do is ask. If you lie you will get caught and that's going to make you PP even if it was a big mistake. If you refuse to answer they will just check with the state and then search based on that info, no warrant necessary, Probable Cause.
If the Feds show up you need to be able to honestly say that you transferred ownership to another person, and they are going to want to know who. But at that point you should have your lawyer on the phone.
They really don't need a warrant. 1)They have records that say you're PP (right or wrong doesn't matter). 2)The FFL says he gave you a gun. 3)The state says you have more guns. If you don't hand over every gun the records show you have, they will search your home. And MA records are known to include guns you no longer have.
My understanding, whether or not they have proof you have guns you shouldn't, they still need a warrant. At least after the fact - totally different if in pursuit or if upon getting to your house they see something indicating probable cause.
What about lying to feds makes you a PP anyway? Edit: apparently yes lying to feds is a crime, had to look that up. So I guess one is better off keeping it real simple (as always really) and not talking to them at all.
If they need a warrant they just started a bona-fide paper trail, still the case if they performed a search & seizure. That type of stuff can go right back before a judge, which is what you want if you are innocent. An erroneous NICS decision flies without real proof, once they go acting on it and confiscating property there would be a real burden of evidence that someone is the same someone who is a PP.