You can find synergies or aspects where guns and psi complement each other's weaknesses. Or use psi like utilities e.g. grenades, crowd control, buffs/debuffs. A classic example is the
metathermics sniper. This follows a known great synergy between sniper's big single target damage and MT's great AoE/CC capabilities. The ability Thermodynamic Destabilization is an AoE that scales with the amount of damage you can do to a single target (without cold abilities), and the feat Cryogenic Induction works better the more damage you can put into a single attack.
In retrospect, this build didn't
really need TM but with RR spearhead costing 26 AP that means 5 sniper shots and however many MT spells you can cast for the remaining 7 AP. Ideally that would be destab for 5 AP, psi booster for 2 AP, and premed cryostasis for most scenarios. In case RR gives you its blessing of 10-20 AP you have much more room to work with, but with only 10% proc chance per shot you can't rely on it.