For one, removing guns from the hshld when someone is known to be in a depressed state:
The evidence that greater access to guns results in more suicides is nearly unanimous.
www.thetrace.org
Extending the waiting period to be sure someone with a mental health condition doesn't acquire a gun only because the waiting period has expired. More safety training and education of everyone, that would incl addressing mental health, that would help people be more mindful of being careful with guns, especially as respects compulsive acts. In general, most anything that reduces ease of access to guns. Improve the accuracy and completeness of NCIC and NICS records for background checks. Make Fed law for firearm registry and centralize background checks.
No significant number of people choose suicide by train. Half of all suicide by gun which is 85% successful and most easily accommodates impulse, a lead factor in suicide attempt. If an attempt is unsuccessful, 90% do not try again.