If it had happened to me, I would have handed the guy my hearing protection and a magazine and told him to have fun. Despite the initial BS, it sounded like they might have been decent guys (anti obama, into guns) Never hurts to be friendly with the local cops.
I like this. Give them an opportunity to lose the tough-guy bs. I'd bet more times than not (in a town where huge fields exist) it would end up being a net-positive. If the keep up the attitude, then play hardball.