Recoil (1998)
An oddly Australian cop in Los Angeles reports to the scene of a highly improbably violent bank heist. After watching his mentor get shot down (as you do), he and his 4 closest cop buddies spend an inordinate amount of time failing to catch one kid on a dirt bike. When they finally catch up, he smirks and they make sure he stays dead by all 5 of them shooting him down. This pisses off the kid's sterotypically-Italian mafia father (despite his wife -- who is the only person with brains in the movie but is shrill AF so it's hard to care -- pointing out that Papa Mafio had thrown him out of the house.) Papa Mafio then sends all his other sons out to kill the five cops who killed the never-got-a-chance-to-be-a-prodigal-son son. FINALLY, all the cops are dead but our Australian hero, who is fleeing with his adorable family but is shoved off a cliff killing EVERYONE but the ONE PERSON the goons were supposed to kill. Our Catholic (did I mention he was Catholic?) hero recovers in a remote (Los Angeles) monastery and then forswears God and displays completely hitherto unseen martial arts abilities (and, apparently, a magic ability for bad guys to not see him even though he is right in front of their faces) in order to get justice on the guy who killed his family who was getting justice on the guys that killed his son.