It seems like it wouldn't come up that often--don't you switch guns when you miss a shot? But you only start doing reload checks after you've been using the same gun for more than a full sequence (one keyframe since you last reloaded it). I guess if you're lucky and hit every attack for a sequence plus, it would happen.
I'd say when you run out of ammo you already have the option to drop the gun and draw a new one, so they could just do that and draw another gun from their bag...
You switch when you shoot a named enemy and fail to do 15 wound points (currently described as he's still alive must need a bigger gun). The rules say that you make amo tests after any shooting after the first sequence...
Well doesn't that make it a nonissue? I mean if you're doing 15+ wound points every shot for an entire sequence, bad guy's either all dead or mostly dead.
Well the problem I'm having is that while reloading makes you immune to ammo rolls for a keyframe, I can't find a similar reference for switching to a new weapon. Though I could of missed it...
I'd say, considering that the book comments on how characters running out of ammo more commonly just swap to another gun, I'd say have the FMN roll the Reload Check on the sequence after he's pulled out his latest iron.
If it comes up empty, he spends, let's say, 1 shot to dig up another of the same kind out of his bag? That way the escalation only occurs on the main condition, not just because he ran out of bullets.
I don't know where it is in the rules, but I generally play that if you've drawn a new weapon you don't worry about reloading for the first sequence you use it.