Depends on what you’re using.
A Pimpernel doesn’t need the ammo
A Lyuda might need it
As Zero, You have ways to deal damage outside of guns. Just switch to a grog before throwing kunais and you should be at max health. That or just a Chain lightning
Again, depends on what you are doing.
If you go with @Aether_Seraph’s method, then the One that boosts your health is mandatory. Otherwise, I think the Leg. Sniper is the best overall, but the Leg. Hunter has great upsides for a fight like that.
I know you really love the Rogue COM, so i’m not gonna comment too much on it since I think it is grossly overrated. But I will say this: Evil prefix is a waste on Zero since he already has a lot of crit bonuses. The only reason to ever go with a Rogue, is the Chaotic prefix. So depending on weapon, Chaotic neutral or chaotic good are great choices… otherwise, a professional COM is 100% better on all accounts.
the only important part is to get a low level one so as not to kill yourself by accident.