We present initial results of a spectroscopic study of the Pistol and of the cocoon stars in the Quintuplet Cluster. From ISOCAM CVF 5--17 micron spectroscopy of the field of the Pistol Star, we have discovered a nearly spherical shell of hot dust surrounding this star, a probable LBV. This shell is most prominent at lambda > 12 micron, and its morphology clearly indicates that the shell is stellar ejecta. Emission line images show that most of the ionised material is along the northern border of this shell, and its morphology is very similar to that of the Pistol \HH region (Yusef-Zadeh & Morris, 1987). We thus confirm that the ionisation comes from very hot stars in the core of the Quintuplet Cluster. An SWS spectrum of the Pistol Nebula indicates a harder ionising radiation than could be provided by the Pistol Star, but which is consistent with ionisation from Wolf-Rayet stars in the Quintuplet Cluster. The CVF 5--17 micron spectra of the cocoon stars in the Quintuplet do not show any emission feature that could help elucidate their nature.