Combat in Deathwatch is far too easy.
That depends entirely on what you put them up against.
The last time I ran a deathwatch campaign the 'big fight' was trying to hold a bastion complex (along with the remains of a guard regiment). Given that there were something in the region of 1,000 gaunt-level warrior organisms thrown at them, along with plenty of bigger things, they certainly didn't feel like it was anything resembling "easy".
Extremely Limited Ammunition -
After the first 'introductory' mission, I'll multiply their ammunition expenditure by 3 and that's the lot for this campaign. (This means they either have to either make their own after securing the materials, get others to make some for them or adapt and switch to weaponry with locally accessible ammunition).
For specialist ammunition, definitely. I'd make a point of being fairly open-handed with the basic mass-reactives, but fairly stingy with specialist ammo.
To be honest, I've done similar things - when sending the players out on a really, really long mission, I've given them a seemingly insane amount of requisition.....which the first time they went nuts on rare and exotic wargear until they realised they weren't going to have enough basic ammo for more than a single major firefight. Letting them decide what they've got in stock (rhino? combat bikes?) but with a very limited set of choices will help the feel.
And yes, that includes 'stocking away' reserve requisition - Rites of Battle has a listed price for an orbital barrage bomb, for example.
Adapting local weapons will make for a nice feel. Trade (armourer) becomes critical - a marine can easily heft an autocannon or heavy stubber, if suitably modified.