John Clement is right, rockets do work in vacuum, but:
For the same charge and the same gun, the more inertia the bullet has
the more time it will take to exit the barrel. Assuming the force on
the back of the bullet to be about the same function of the position of
the bullet in the barrel in the case of a more massive bullet as in the
case of a less massive bullet, the impulse given to the more massive
bullet is greater (because of the greater time). The magnitude of the
impulse delivered to the gun is the same as the magnitude of the impulse
delivered to the bullet, so, the more massive the bullet the greater the
magnitude of the momentum of the gun after the bullet leaves the gun.