I'm not sure about the LEO going on your land. Seems I read somewhere that an LEO is allowed to walk on your land around your house, but they cannot enter your main dwelling without a warrant or your permission.
At any rate, I wouldn't be overly concerned by the fact that he walked onto your land. What I would be concerned about is the reason for them wanting you to get rid of the bullet trap. Is there a law against discharging a firearm where you live? Is the shooting range putting anyone at risk of serious injury or death? If the answer is "no" to each of these questions, tell them to mind their own business or you'll press harassment charges.