The title is probably fairly self explanatory. But, to expand:
While watching other players play the backer build on the interwebs, I noticed that they frequently failed to notice that their weapons had run dry, right until they tried to fire them.
Simply put, I propose a UI change to make this clearer to the player. A flashing red gun in the lower-right corner would probably do the trick when it comes to communicating the fact that a weapon has run dry.
Even better would be persistent gun icons that always show how much ammo a given unit has in their weapon at a glance (in the style of the nuXCOM games), provided said weapons are in the quick-use slots. I can appreciate that the inventory system might make this hard to code, however.