I can't think of a scheme to get rid of this aspect of gunbroker. Can anyone?
You can make it more difficult for shill bidders. Ebay used to post information about each bidder, including what city they were from. Then they stopped - wonder why . Can someone savoy enough use proxies to get around this? Probably. If you can't stop shill bidding at live auctions, then it's a good bet that you can't stop it on the internet. However, I would agree that companies like Ebay and Gunbroker could EASILY do more than they do to discourage this.
Still, I have purchased a number of guns on Gunbroker. I typically find "good deals" - not steals, but I don't look for steals. I just don't worry about shill bidding. If I find a gun I really want, I'll bid on it, leaving some room, and then eventually throw out my highest bid. If I lose it by $5, so be it - probably means I didn't lose it by $5 and that someone was toying with me. There's no shortage of guns out there; not even the rare ones.