Take the Unfinished Gun to the Blacksmith to finish it!

You can also use the finish command to force the transformation.

Huge thanks to u/hashashaaaa for creating the sprites! They look so gotdamn cool! 

Installation
Get MTG:

• Download Mod the Gungeon at: http://modthegungeon.eu/#download
  
• Make sure Enter the Gungeon is closed
  
• Open ETGMod.Installer.exe and press "Step 3: Install ETGMod"
  
• Close dat thang
  

Installing mods:

• Go to your Enter the Gungeon Steam directory, usually located at:
  "C:\Program Files (x86)\Steam\steamapps\common\Enter the Gungeon\"
  
• If there is not one already, create a folder called "Mods"
  
• Drag FinishedGun.zip into the Mods folder
  
• If there is a "mods.txt" file in the Mods folder, delete it
  
• The directory should look like this:  "Enter The Gungeon/Mods/FinishedGun.zip
  

Then launch the game. If Mod the Gungeon installed correctly, you can press F1 to see the list of active mods. 

Open the console with ~ or / to enter commands.
Type help for a list of commands.