How far are you on ROF i'm on the 8th Chapter and all lol it's hard to just upgrade 1 gun type so i used a handgun with Zephyr and got 3 lv on that lol. and vash is duel wielding but sadly i keep adding crap to my machine Gun so Zephyr keeps on trailing behind on getting duels but i could easily jump that gap if I didn't have standers to keep mostly to the same gun type that they where given.
i'm on chapter 5. the game is pretty hard so far, i've been losing too much money from dying in battles
i did come across some advice though. apparently, it's a really good idea to level up every weapon on every character. like for example if you have a character who is great with machine guns but his handgun & grenade levels are shit, then you should fix that. because for each level up, you'll get +hp and +attack so battles will be a lot easier in the long run
personally my balancing is pretty screwed up right now. my leanne is like level 20, my zephyr is 14, and my vash is 10