Well, I'm raising two sorts of objections here: why it can't be done, and why it shouldn't be done.
The rules are clear on this. The Coup De Grace is written this way exactly to prevent this happening to PCs. Else we'd have people sneaking up on us capping us in the head from behind all the time. The Spycraft forums are full to the brim with the designers reaffirming that.
In an interesting case in point, check this recent thread:
The GM who asks this has a similar problem: lacking lethality. However, nobody says that Coup De Grace should be modified; the consensus is that Extremely Deadly Situation does what he wants. On that topic, there's a clarification in Mastermind, page 119:
"Some GCs and players believe that even common situations, such as a gun fired point-blank at a target, should trigger them.
The rule of thumb when using EDS is that, almost without exception, they take place outside of combat. As soon as either side has rolled initiative, it's too late to use this combat option."
So, going by the book, this can't happen. There's ways to make it happen (Vital Point Supremacy, but that requires a touch attack, and the eigth level ability of the Blank psionic prestige class), but I think we can agree that none of them applies here. It seems clear to me that according to the rules, it can't happen.
Okay. We buck the rules often enough. So, less clear-cut by still (imho) compelling, here's why it shouldn't happen:
A) You guys can't compare, but Dieter can - Jess is superior to Ilyanna in all relevant respects. More Dex, far better reflex save, higher Initiative - need I go on?
Jess doesn't know Ilyanna. Getting into the cab should have earned her a gun stuck in front of her face, if not an outright attack.
C) I don't buy that Jess doesn't notice Ilyanna. There was no mention of any sneaking, and even if Jess couldn't hear anything over the gunfire, it's pretty hard for me to believe that Jess doesn't notice the door opening and Ilyanna climbing in.
D) My final objection is that this constitutes total GC fiat to have Jess ignore her surroundings and tend to the gunshot. She's been wounded before and kept her cool. Unless this was a crit or she failed some sort of save, I find it hard to believe that she is THAT distracted by it.
I mean, all of that plus the fact that it's just bad form. You may say that something similar happened to Ayumi in Mestre, but A) she was already shot up and
the sniper rolled a crit. Did Ilyanna? It sounded like the rule was invoked without even rolling.
Really, what more can I say? There's ways to get rid of player characters who get uppity. Heck, I'm even willing to share some nasty tricks, seeing how I seem to be the freak here. But this? I'm not letting that fly on my watch.