for medium game ranged pistol/rifle and marskmanship skill grinding laser guns are awesome, my high inteligence character with high morale quickly turn focus into skills that i need to take frequent breaks
but laser ammo is dirt cheap (solar recharged ups anyone?) and near infinite with right cbms
for early game try pneumatic weapons
for archery/marksmanship of course bows are best, powerfull, cheap ammo, fast firing, accurate you just need some skills and junk
and mele and unarmed/piercing/cutting/bashing skills will quickly come to you but if you want to grind for some reason…
just take break from time to time to regenerate focus and give small break for shoggoth if you have high damage per turn