That is somewhat not canonically anymore. I think it would be better to say they are the first to rediscover it.
Before long, he developed the first firearm in history, a rifle known as Titanstrike.
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Titan technology.
Dwarves, need Anvil to forge it.
Maybe Deathwing, the antagonist.
Dwarves. Came about one night after a very long drink session.
The Titans.
The dwarves did last I saw lore bout it.
That kind of stuff can just probably be easily chalked to multiple discovery, like how the wheel irl cropped up somewhat independently in a dozen places
Probably an ancestor of Ketya Shrediron.
maybe the engineers ?
Dwarves ,but they didn’t prefect them til the gnomes help out.
Dwarves originally in the lore
But as the titan stuff was fleshed out more and more it was the titan keepers and their servants that made them first.
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John Browning
Alliance forces still use his M2 to this day.
A country could have invented things in the past and still have not caught up to modern technologies.
But even then, I don’t think China is considered a “developing country” anymore.
Who was walking around with a gun in the original vanilla cinematic? A Dwarf.
Vulpera invented guns. 
It is, i looked it up BEFORE posting it to confirm it. it stats “It both is and is not a developing country”
Money is on Dwarves. Gnomes improved their arsenal.
I did, I got waaaaaay too drunk one night…
This!
So what it all boils down to is: neither of the races OP mentioned. lol
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So it’s settled then. Only goblins possess both the ingenuinity and destructive inclinition to invent guns.
On behalf of all goblins I shall be accepted a tithe as thanks in the form of gold from all gun owners.