In ToME, which is my current favorite rogue-like, they use this exact system for ranged weapons, so you always have normal ammo at hand, but your adamantium tipped dragon slaying bolts of rapid firing (yes, you can come across that, and things much much more destructive) are limited and need to be saved for a rainy day.

In fact, ToME has a ingenious method for solving another attrition mechanic thats in a lot of games, in that there aren’t any scrolls or potions as consumables. Instead there are magical runes you can equip, up to 3 at a time(more if you spend experience towards it) that have all the various functions that those consumables would, on varying cooldown timers. So instead of having 99 potions of healing, you have a healing rune that heals x amount with a cooldown of y and might be modified by stat z. It then lets you do the same thing to consumables that you do with the ammo above, where you might find a healing rune that heals more the more strength you have, or a teleportation rune that cools down faster the more constitution you have, etc.