[RPG] use the Deflect Arrows feat to deflect bullets shot from a firearm

You can catch them, but you cannot use them.

Alchemist's bombs cannot be used or carried by anyone else other than the alchemist who created them:

An alchemist’s bomb, like an extract, becomes inert if used or carried by anyone else.

This means you can deflect and even catch a bomb, but you cannot throw it back and expect it to explode (it won't). If you throw it back, expect it to be an improvised throw weapon and cause equivalent damage to throwing a vial or cup of glass at someone (probably 1d2 or 1d3 damage).

This also means that, even if the alchemist creates a bomb and hands it over to a friend so they can throw it, the bomb becomes inert as soon as it is held by another character.

James Jacobs (Paizo's Creative Diretor) also confirms that bombs, being ranged attacks, can be deflected by monks (and whoever has the feat).

The bomb still explodes if deflected, but since it is not directly hitting your character, she takes no damage from it. Normally, missing a bomb would cause at least the splash damage, but the character is protected from the text of Deflect Arrows:

Once per round when you would normally be hit with an attack from a ranged weapon, you may deflect it so that you take no damage from it.

Everyone else within the splash radius should still take damage from the explosion if the bomb is deflected, but not if the bomb is snatched. If a bomb is snatched, it did not hit any target, not even the ground. If there is no direct hit, the bomb doesn't cause splash damage.

A hit deals direct hit damage to the target, and splash damage to all creatures within 5 feet of the target.

There's a bit going with incorporeal creatures, mostly consisting of Paizo wanting to have their cake and eat it too. Some of the examples you've mentioned are exceptions to the rules, and some of them are getting through loopholes in the rules.

For the Poltergeists Telekinesis ability, it's using a loophole where it's just casting the spell Telekinesis at will, and the spell is interacting with the corporeal objects/creatures. In the case of the Comozant Weird, it's an exception to the rule, where it is allowed to interact with objects of a particular size in a particular manner. The Lightning Lash is another "getting through loopholes" ability. The Wyrd isn't interacting with the corporeal creatures, it's only shaping some nearby energy, and that energy is what's interacting with the corporeal.