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Several things to consider:

  • Playing as Jill is easier. She finds more ammo, better weapons earlier and maybe has more inventory space (I'm not sure).
  • The amount of times you can save your game is limited.
  • It isn't necessary to explore every room. Many of them aren't worth the hassle nor are required to finish the game.
  • There isn't enough ammo to kill every enemy (maybe it's possible with Jill...).
  • Enemies don't respawn infinitely. It happens at certain story points.

With all that in mind:

Whenever you save your game, do a test run. Enter several rooms, kill all the enemies inside and find what's inside them. Decide which rooms are worth exploring (if it has more ammo than its needed to kill the enemies inside it, for example) or have things you'll need to finish the game (like puzzle pieces, keys, etc). Then reload your save, enter only those rooms, do whatever you have to do in them and save again. Rinse and repeat.

If you can avoid the enemies instead of shooting them, even better.

If you're short on ammo and a zombie is on the ground, you may want to let it grab your leg on purpose. It doesn't deal much damage and Chris/Jill will kill it with a stomp.