I have discovered a bug in crucible that lets you have heavy in the beginning of the match. First, create a new character, and get it through the first mission.
Secondly, on a leveled up character, equip the iron gjallarhorn, go to patrol, and use a heavy ammo synthesis. Change characters without leaving patrol or shooting rockets.
Thirdly, get on the new character. Start looking for a match in whatever crucible mode you feel (I tried skirmish). While you are loading into the match, go into the Destiny app, onto the character with the iron gjallarhorn, and equip a different heavy weapon.
Next, when the match has started and you can move, transfer the iron gjallarhorn to the new character in the crucible, and it should spawn with five ammo.
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Do you suck that bad?