Learn Portuguese (Portugal): A bala ficou presa na parede.

The verb ficar is highly versatile and is frequently used to describe a change of state or a result, much like 'to become' or 'to get' in English. Here, ficou presa captures the idea that the bullet 'ended up' or 'got' stuck as the final result of an action.

I recognize presa as a noun meaning 'prey'. How does it mean 'stuck' here?

While a presa is a noun meaning 'prey' or 'fang', here presa is used as an adjective. It is the feminine irregular past participle of the verb prender (to trap, catch, or fasten). Because it describes the feminine noun a bala, it takes the feminine ending to mean 'stuck' or 'trapped'.

Does bala have any other common meanings in Portugal?

In European Portuguese, bala is strictly a 'bullet' or 'projectile'. You might have heard it used to mean 'candy' or 'sweet' in Brazilian Portuguese, but a learner in Portugal should use the word rebuçado for candy instead.

Why use na parede instead of dentro da parede if the bullet is embedded?

Just like in English, na parede (in or on the wall) is the standard, idiomatic way to express this. The preposition em (which combines with a to form na) covers both being attached to the surface and being embedded within it. You would only say dentro da parede to emphasize that the bullet was completely concealed deep inside the wall's internal structure.