Most nailers have a rubber tip and more expensive models have an adjustable depth adjustment.

I have two Porter Cable finish nailers with such features. One is a 16 gauge nailer and the other an 18 gauge nailer.

When nailing pine molding, I often set the nailer so it leaves the nail above the surface and then use a pin punch(or appropriately sized nail set) to sink the nail. That still leaves a small hole, but that happens with any nail, even hand driven.

An appropriate nail hole filler is then used to hide the hole.

Finding the right filler material may be your best fix. There are pre-colored pastes, filler sticks, and stainable fillers(which usually do not match well).

You can interpose a wood shim between the work and the gun tip, nailing right through it; that saves the wood from the impact dents, but may leave the nail proud of the surface. Gun nails are notoriously hard to set after the fact.
Casey