Thrifty Shooter is a gear perk that refunds the round when you get a headshot kill. It keeps precise shooters stocked with ammo, especially with sniper rifles where rounds are scarce.
Kill an enemy with a headshot and the round goes back into your magazine. A run of headshots costs you no ammo.
Wear the Marksman's Goggles or Swashbuckler's Tricorne. Gear perks are fixed to the piece of clothing that carries them, so you get this one by wearing that piece, not by unlocking it in a menu.
Russian Roulette speeds reloads after headshots, and Steady Aim makes them easier to land.