At no time will they ask to handle your weapon.
They will lead you to a back office with security lock boxes and have you secure your weapon. Notify them that you need to lock up your personal weapon and they will have you wait a moment while someone (for me it had always been the shift security head) comes to meet you. Immediately upon entering the front door of the casino you need to summon the host (if one isn't already greeting you).
But to their credit they have a pretty good system for taking care of your personal weapons while you are there.
