The easiest and most general case is to make it part of the reload animation.
If you want to make it fancier, spawn some physical bullets on the player to fall down on the ground as the bullets in the animation leave the screen, these can be particles or rigid body physics.
If you want to make it fancier you can make physics take over the bullets when they leave the cylinder.
If you take it further you get to https://receiver2.com territory! :D
I don’t think I would bake it, feels probably easier to animate by hand?
@levrault Particles - overhead and not needed complexity (you dont spawn thousand of objects).
Blender baked animation - one option, but can be "too static" because it repeat only this single animation every time (ofc you can make many and load random).
Just script that spawn meshes at position wiht some init-speed and you can even add "physics layer" to them - and to optimize you can make static amount like 100 and show/hide with reposition instead of making new object every time and deleting.