Kdjykuj

Written in a quasi-gangster style. Alien was presenting as a female. I remember a scene where the gangster shot her, (I think while they were in a car) and she scooped up the body matter and remade her body/clothes. Also where she got confused and her tentacles came out of her breasts and she ended up comforting the "bad guy", who ended up crying because he was so confused.

I think this is the Fritz Leiber story "The Night He Cried" (1953). The protagonist, a shape-changing alien heptapus, is shot by the gangster she's riding with and reconsitutes herself:

“That’s exactly what I mean, Slickie,” I managed to say before my beautiful midriff, which I’d been at such pains to perfect, erupted into smoke and ghastly red splatter. I did a backward flipflop out of the car and lay still—a most fetching corpse with a rucked-up skirt. As the convertible snorted off triumphantly, I snagged hold of the rear bumper, briefly changing my hand back to a tentacle for better gripping. Before the pavement had abraded more than a few grams of my substance, I pulled myself up onto the bumper, where I proceeded to reconstitute my vanished midriff with material from the air, the rest of my body, and the paint on the trunk case. On this occasion the work went rapidly, with no artistic gropings, since I had the curves memorized from the first time I’d worked them out. Then I touched up my abrasions, stripped myself, whipped myself up a snazzy silver lame evening frock out of chromium from the bumper, and put in time creating costume jewelry out of the tail light and the rest of the chrome.

At the conclusion of the story, after the tentacle mix-up, she comforts the gangster:

Then I realized that in my excitement, instead of using my upper dorsal tentacles, I’d used the upper ventral ones I kept transmuted into my beautiful milk glands. I do suppose they looked rather strange to Slickie as they came out of the bosom of my off-the-shoulders evening dress and drew him to me.

Frightening sounds came out of him. ...

...

I caressed him tenderly with my tentacles. Over and over again I explained that I was just a heptapus and that Galaxy Center had selected me for the job simply because my seven tentacles would transmute nicely into the seven extremities of the human female.

Over and over again I told him how I loved him.

It didn’t seem to help. Slickie Millane continued to weep hysterically.