The H.G. Bullets E are the enhanced ammunition for the Jill's Samurai Edge in Resident Evil 3: Nemesis. Also those bullets can be used with Nikolai's SIGPRO in the The Mercenaries - Operation: Mad Jackal. The only way to obtain those powerful handgun bullets in the main game is through mixing the Gun Powder with the Reloading Tool. To explain, they can only be made by mixing Gun Powder A in the Reloading Tool seven times to gain enough experience, and on the eight creation, Jill will be asked is she wants to obtain enhanced ammunition. Nikolai can obtain this ammo by rescuing the hostages in the Mercenaries game.
Enhanced ammo has a red color indicator of the amount of bullets on the inventory screen, while the standard has a green one. The brand of the ammo is different as well - it's Black Taurus. Maximum amount of ammo that one inventory slot can contain is 250.