I import for myself routinely from the UK.
Forget about collecting it yourself.
Use an exporter. They're not That expensive.
If you use an importer rather than DIY then Steve's prices are about what you'd end up paying yourself for small shipments so that seems quite reasonable to me. I've not used him since I play the game myself, but there you go. My experience does not include "modern" pieces newer than about 1950.
Be aware that customs needs to be cleared if you go the full DOY route. THAT is the real hassle. If the gun is not an antique chances are your friendly customs droid will insist on a broker entering it into their electronic system. More hassle and cost.
HGSS routinely collects from Holts.
In addition to HGSS, PBS Freight is set up to recieve,process and export firearms.

Jeremy