You're fine. Supporting boys interests is an inclusion issue. Impress Ofsted by your knowledge of the research and by adding a paragraph about your (supportive!) policy toward war, weapon, baddie and superhero play to your inclusion policy (which of course you have written and which includes your positive behaviour strategies).
Penny Holland has written an excellent book 'We Don't Play Guns Here.' She debunks assumptions that weapon play etc is damaging to boys and promotes male violence:
www.londonmet.ac.uk/news/latest-news/should-boys-be-allowed-to-play-with-toy-guns.cfm
Guidance from the DCSF (NB page 17):
www.foundationyears.org.uk/wp-content/uploads/2011/10/Confident_Capable_Boys.pdf
Guardian article re: Holland's book:
www.guardian.co.uk/education/2003/jul/12/schools.uk
And there's a lot more.
Be vv impressive by using one gun art project (flags is good one I think) and linking it to as many bits of the EYFS goals as possible. Emphasise boundaries and PSHE stuff, letting children help create rules, like making sure everyone has agreed to play, what to do if someone really gets hurt or upset, how that is different from 'play' etc.
Aside, from the inspection, you can use the gun thing as a way into so many 'subjects.'
This is a great book for children who are interested in weapons:
www.amazon.co.uk/Arms-Armour-Eyewitness-DK/dp/1405346604/ref=sr_1_2?ie=UTF8&qid=1337262123&sr=8-2
Guns are a fabulous way into history, science, engineering. For example, gunpowder invented in ancient China by alchemists. Find out more about that. Visit a museum with a great weapon collection. Learn about geography through comparing ancient weapons. There is SO much you can do with this interest. Oh - maths! How many guns? What happens if I cut this playdough in half with my sword? Etc etc etc.
Good luck!