The actual text of misfire under gunslinger only discusses guns, but Alchemical Shot can be used with crossbows too.
So that leaves open the question of how to handle a miss in that case. Does a crossbow misfire and require an action to clear it (I'll leave the imagery of this aside, but)?
Short version - no they cannot, Alchemical Shot is borked in general. Until that gets fixed, I'd just treat crossbows as firearms for the purposes of the feat.