It is beneficial and legal to kill them not only in the gulf, but pretty much anywhere. The only exceptions may be sanctuary type areas that do not allow any hunting at all. YourLDS should be able to let you know if there are any areas near you where it is not OK, but as invasive species, they are on NOAA's official hitlist and they are a federal agency.
Some people say we're all just wasting our time and that we'll never get rid of lionfish now that they are hear and spreading and that may be true, but I feel that each one killed allows a handfull of young reef fish to live a bit longer.
As for their reaction when hunted, the spines are completely defensive, they do not attack with them. If you spear the fish, it's game over anyway. If you miss, that fish will disapear almost every time. If they've been missed before, like some of the ones near popular snorkeling beaches here, they get wary of people.
I second the pole spear with a paralyzer tip. The three-pronged tip keeps the fish from sliding down the shaft toward your hand an keeps the fish from spinning around for the next part. I cary a pair of medical trauma shears and just snip the long dorsal (top) and pectoral (side) fins while the fish is still on the spear. then You can grab it without worry and put it on a stringer or in a bag.
You can get a surprisingly large fillet off lionfish bigger than about 8". I use my hand as guide. If it's bigger than my hand, it gets eaten, if not it gets killed and left behind.