A method can include interconnecting a well tool in a well tool assembly with a shock mitigating connection, the interconnecting being performed without threading, and positioning the well tool assembly in a wellbore. A well perforating assembly can include at least two perforating devices, a detonation train extending through the perforating devices, and a shock absorber positioned between the perforating devices. A method of assembling a perforating assembly can include, prior to installing the perforating assembly in a wellbore, pushing one perforating device connector into another perforating device connector without threading the connectors together, thereby: a) preventing disconnection of the connectors and b) making a connection in a detonation train. A well system can include a perforating assembly including multiple perforating guns and multiple shock absorbers. Each shock absorber may be interconnected between at least two of the perforating guns.