I hear you man, it's aggravating. As soon as I get the flamethrower, or pistol/machine gun, I don't even bother listening I just shoot boxes. As long as you can come into the Marg fight with plenty of shotgun shells / flamethrower with 200, you're good, so pistol ammo / machine gun ammo, I only save enough in case I need to pop a box open here and there.
The first area is a drag though, but you can always skip some optional places if you're feeling like other areas can net you better stuff. I occasionally skip the left path when you get downstairs, and to speed up things on the second floor I don't wait for machine guns to empty their ammo -- just run past/block if necessary. Depending on your RNG, you can tank some hits here and there with block no problem if you're packing plenty of health items.
Look on the bright side though, I think most people will end up spending a majority of their time on the early area and give up. If you can do that stuff in your sleep at this point, it really is just a matter of the game handing you great items and you'll get it. (And trust me, when you finish it, like anything hard, you'll get that sense of satisfaction that just can't be beat)