There are several things you can do to help close the gap between them. The first thing would be to make sure you advance your ballistics skill to the level where you can use the most efficient ammo recipes that the game has available. For those of you that don't already know about those, there are 3 ammo recipe books for each type of ammo. They are regular ammunition books, then you have the efficient recipes, and lastly you have the economic recipes. Each one of those books provides a more efficient ammo recipe than the book prior to it. You'll get more ammo out of more efficient recipes for the amount of components that you put into them. Also, keep in mind that you can craft offline and while you are out and about to help with keeping up with your ammo expenditure. Many of the missions in the game provide ammo as a reward and a number of them are repeatable which will help as well.