There are various ways to just rush through mobs to get them to despawn so that you don't have to grind your way to the boss, I think that's fine. Plus having to fight through mobs of armored enemies gets dull every time you get them, so why not skip them rather than waste time and bullets that could go towards the boss?
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Edited by GoldenArms27: 10/23/2015 12:07:00 PMI'm not one to tell anyone how to play, but you actually have a very good chance of ending up with more ammo than you started with, if you don't rush past mobs. All those enemies you kill will almost always drop enough ammo to replace what you used, and then some. I'd rather go into the boss room fully loaded on all ammo types because I took the time to kill adds, than to rush last them and not be fully stocked.