I'm betting they won't go that route. Part of the concept of the show is that each season is a relatively self-contained story arc (that's why they're called "volumes" and have titles ["Genesis" for volume 1, "Generations" for volume 2, etc.]). I'm thinking that the bomb business is pretty well...
A lot of inconsistencies in season one can be forgiven by explaining that the characters are still inexperienced. That excuse isn't going to fly for very long though (pun intended). However, the writers are going to have to come up with some kind of limitation on Peter and Sylar, otherwise...
I think Nikki understood that. She was asking why he didn't let her get hit instead of him. Obviously, Nikki and DL need more practice using their powers together. DL should have phased Nikki rather than taking the bullet himself. With a little practice, those two could be a very lethal...