Also, you can sort of sniff out secret rooms by shooting the walls with one of the non-sidearms. If you read the description of the sidearms it says they won't reveal secret rooms.
For instance, shoot the walls with a shotgun with some spread you might see cracks starting to show on the wall where you want to use the blank.
For a proper view of how it works, play the tutorial. Once you get to make your own way north before facing the tutorial boss, the leftmost room has a pre-cracked wall, fire the blank there to get the secret room, some items and a different end-of-tutorial message.
