Suck eggs ?

To McKay's offer to prepare the dueling pistols for him if Hannassey preferred, Rufus replies: "Teach your grandmother to suck eggs!" -- adding that he's been handling (or loading) pistols like those, caplock and flintlock, since before McKay was born.

So in that line, Hannassey was bristling over what he perceived as McKay's condescension. That wasn't McKay's intention at all, because he was only trying -- as through much of the movie -- to be helpful and polite.

Most great films deserve a more appreciative audience than they get.

It's an old expression. The wikipedia page explaining what it means is the first entry when you google "suck eggs".

It's the same as "piss up a rope", "shit in your hat", or "pound sand".