I am curious, how do Marines react when another branch calls them "Gunny"?

You mean this all time it is Gunny and not Bunny?!?

I haven't had Marine E-7 I've encountered have a problem being called "Gunny".

I've known enough Marines to say that a Gunnery Sergeant won't mind being called "Gunny," but not all First Sergeants (Army or Marines) like being called "Top."

I don't know how a normal Marine reacts, but our tech school is owned/managed by the USN and staffed by all four services, so we had marines, Gunnys included as staff and in some cases students. So we called a Gunny "Gunny".
I taught at our schoolhouse for 6 years so I personally knew all ranks, Os and Es, and had Gunnys as friends. I called them Gunny at work and I think they accepted that as it was appropriate to the rank. No biggie.

I was Army stationed on an AF Base and had a Gunny as a boss. Always called him Gunny

I have never seen one Gunny mind being called Gunny.

I think this falls in the same realm as calling our E-8s "Senior" instead of Senior Chief. If I dont know or work with them at the same command it's always a safe bet to say the full title rather than truncate it. It's usually more pleasent to be corrected by them saying "just call me Gunny or Senior" then the alternative.

I should hope NOT... they EARNED it!

That was always one of the things that messed me up with talking to people in other branches because in the Marines we call our nco's by specific ranks not just Sergeant, so like one time I tried to say "good afternoon Sgt first class" but it sounded so wrong because it's so long.

I call MC E-7s Gunny. If it bothers any of them, I have zero doubt they will correct me. I also call Navy E-8s "Senior," etc. They're all accomplished adults with enough confidence to do a high-pressure job, so I don't think they'd hesitate to say something.