The third episode of the X-Files retrospective podcast is available here, as well as through the iTunes and Bureau 42 Master Audio feeds.
Intro and outro music attribution is below.
Outside Poolside by Lasswell is licensed under a Attribution Noncommercial (3.0).
As someone who owns “The Nitpicker’s Guide For X-Philes”, I had the suspicion that this is the episode where Scully gets the nickname “Barney Fife” by the writers of the guide. So, I double checked, and I was correct.
IIRC, Scully checks the magazine of her gun, and if you look closely, she has only one bullet loaded. In later episodes, after she fires, the slide locks back after one bullet (indicating that she’s empty). Though, considering the ways the directors use to stretch the budget, it’s possible that Scully’s gun isn’t actually designed to fire blanks – as (according to stuff I read about the shooting of Robert Rodriquez’ film “El Mariachi”) guns which aren’t designed to fire blanks will lock back (as if they were empty), after firing one round.