This is a repost from a different part of the forum, because I realised it was in the wrong place. dont shoot me mods!
The sound effect on the bajoran phaser is incorrect. It has a distinctly different sound than a federation phaser. skip to 3:35 on this video, and watch for a few seconds. Sisko fires a federation phaser, then Kira fires a bajoran one. the sounds are different.
Also, in the Episode "Sacrifice of Angels" which has been quoted here alot in the past, they hear alot of phaser sounds when they are pinned down in the cargo bay, and they notice that they are bajoran phasers.