There are documented cases in the forensic literature of people shooting themselves in the head multiple times. Obviously, it's quite rare, but it can happen.
(I don't have the citation handy, but as I recall the record-holder was a prosperous and successful man who locked himself in his office and shot himself in the head with a .38 special. Five times. With shocked earwitnesses outside the office. Jim Cirillo's book has an account of one crook who not only survived a shootout with a boatload of rounds in him, but walked to the ambulance... after he blew his nose and a bullet fell out of his head and onto the floor. No joke. And I was personally at a death scene where a guy shot himself in the head and elected not to do it again, but spent a considerable amount of time attempting to doctor himself up afterwards. He was able to stand up, walk all over his home, and treat his wounds, so he could have shot himself again if he'd wanted to.)
It's amazing that the goblin in question was apparently able to do this with a .40S&W, but I guess it goes to show you that shot placement really is important. The last moments of his life were probably excruciating.