It may be worth noting that Calpurnia calls Atticus immediately after she realizes that the dog is a potential threat. It is logical to assume that she based that decision on knowledge of Mr. Finch's ability as a marksman, although the reader cannot be completely certain.
In addition, Heck Tate obviously knew of Mr. Finch's shooting prowess, although he was not the one to first address him by his nickname.
Miss Maudie is the first to address Atticus by his nickname, "One-Shot Finch". Having known him when he was a boy, she remembers that he had exceptional skill as a marksman, something that he never told Scout and Jem. Earlier in the chapter, the children had been lamenting that, being older than the fathers of others their ages, Atticus "didn't do anything" exciting, like go hunting or play tackle football. Having learned about his exceptional ability with firearms, they find a newfound respect for him, and wonder why he never speaks about it, nor shows any interest in hunting, Miss Maudie explains that it is because "he's civilized in his heart" - he believes that his talent is a God-given gift and so is nothing to boast about, and he also feels that his gift gives him "an unfair advantage over most living things", so he will not use it except when absolutely necessary. Scout cannot see why Atticus is not proud of his marksmanship skills, but Jem understands that his humility makes him even more noble as a person. He declares, "Atticus is a gentleman, just like me!" (Chapter 10).