Because one of your squad members starts with an Ithaca model 37 shotgun, 12 gauge shells are going to be one of the ammunition types you need to snap up. They're actually more common in the very first mission compared to all the rest, but you should be able to keep an ample supply of them all the way to Vault 0. They aren't the best rounds for the shotgun, but because flechette, slug, and EMP shells are very rare, they're going to be the ones you use the most.