The game _does_ track the ammo on the enemies. Remember the guy with one rocket? That's because he only has three rockets, and already shot two. The longer that combat continues, the less ammo the enemies will have on them. Apparently they're made of explodium, and will blow up if you do enough damage.
You don't need to use dynamite on the barricades. Super Mutants can't use Small Guns, so in the early missions a mutant would be limited to throwing, melee, or unarmed combat. I feel that Throwing is pretty much useless as a tag skill, unless you have a stockpile of grenades or if your main character is a Super Mutant (there is a fan-made patch that lets you play as a robot, ghoul, or super mutant). It just takes multiple clicks for the crappy pathfinding to find a route. I've never had _any_ problems getting male characters down those alleys.
