With Mafia Yurio I just imagined like him stealing Otabek's gun, stuffing it in his underwear, then telling Otabek that if he wants gun back… he's gonna have to get it himself.
So, with Mafia AU, Yuri kind of has a problem with taking either Beka or someone else’s gun and and trying to keep it for himself. Grandpa Plisetsky doesn’t want him having a gun of his own – he’s taught Yuri to shoot, and Yuri is good at it, but everyone knows after that incident that Yuri is a little trigger happy and none of them really want him having a gun of his own, yet. Otabek’s paid to hold and use the guns, after all.
Yuri hates this. He hates feeling like people all look down on him, or feel like he’s not capable, and just a little mafia princess. More than anything, Yuri wants to make his grandfather proud and show him that he can do this, he can be the heir that he always wanted.
The solution is easy for Yuri, though - he sneaks guns to practice with, or to keep for himself, convinced that he needs one of his own. Otabek doesn’t always need to protect him. He hides them in his room under his pillows or in his drawers, buried under furs and silk where he thinks no one will look.
Otabek finds them though, eventually. It’s hard to hide the cold metal he feels under Yuri’s pillow when his hand slides up to grab a fistful of that silky blond hair as they’re kissing. It makes Otabek stop dead, pulling back to yank the gun out from under the pillow - Yuri scowling up at him, already on the defensive with lips swollen and red from their rough kiss and his robe falling open. Beka’s calm, though, he’s always calm, and he quietly unloads the gun without a word, turning it about in his hands as he sighs down at Yuri, running a hand up his chest before tugging on his hair as Yuri mewls, asking quietly what do you need this for, kitten?
And Yuri’s all silence, biting his lips and huffing, peeking up at Beka from under thick lashes as shame burns his cheeks seeing how hurt Otabek looks. It isn’t what he wanted at all, stealing that gun. All he wanted to do was take care of things himself. He just wanted to take care of Beka for a change.