I had some weapons not fully ungraded when I arrived in New York City. Granted, most of them were but some only needed a few uses. I found the Subway a good spot to upgrade all the weapons provided they had ammo.
At the beginning of the level, a little ways down the tunnel, you will notice three Ravagers battling many Grims and Leeches. Stand just before the small fires and shoot whatever weapons need upgrading. Once ammo is exhausted, burn yourself in the fire to suicide. You will re-spawn at the beginning of the tunnel with ammo restored ready to continue upgrading - your weapon upgrade progress carries over. Repeat until your weapons are upgraded.
I did this with Normal difficulty and made sure to finish the level once done. Of course, if you have finished the game already, you can still load this level to get the trophy. Good Luck.