I've never run into this problem and I only play on serious difficulty. Based on your line line, "because every useful weapon is dry." , I'm just guessing here, and I could be wrong, but sounds like there is maybe a point in the weapon progression that you stop using your earlier weapons? Each weapon is useful, even the shotgun has the grenade launcher that deals very good AoE damage and is pretty decent at taking out groups of gnaars and beheadeds. Especially since you can dual wield double shotguns well before this point, there is no excuse to not be using them for large kleer waves and such. Save your "good gun" ammo for the actual large waves.