Upgrade the weapon with the button held. Jaeger (1st boss) is suitable for this.
At the first level of weapons you will have to jump Jaeger's shots.
Then, when our shots will destroy the enemy's fire, you can hold down the shot button and wait for another upgrade.
Some of your weapons will reach Jaeger and you will have to re-enter the mission.
The video shows a Scrapgun upgrade, and a few examples with other weapons.