Let's see, what heavy German weaponry will work best in caves...
Field guns will need to fire over open sights, since the cave ceiling limits ballistic arcs. Infantry guns are probably best, especially the 75mm leIG18, since it can be wheeled around and has decent firepower. The 150mm sIG33 would be a nice castle-buster, but is overkill for everything else. Both can fire HEAT rounds in case the enemy starts throwing golems at the nazis. The 75mm GebG36 is also a good substitute, being light and effective.
Mortars are probably ineffective, unless they can be aimed at very shallow angles. Rocket artillery is also problematic for that reason. Rocket launchers like panzerfausts and panzerschrecks will only be useful against hardened enemies, like golems and the like.
Anti-tank guns may be a good substitute for field guns, given that they all had HE shells too. The humble 37mm PaK36 could really shine with its AP and HE shells, since it doesn't have to hunt tanks with 100mm+ armour. Also easy to wheel around. PaK38 will also do. PaK40 and up is overkill, and more clumsy.
75mm LG40 recoilless guns would be awesome. Light enough for two guys to carry around, good HE and HEAT for any occasion. Fliegerfaust AA weapon may also rock in these conditions, as airborne targets will be moving far slower than a plane, and will not react well to a shotgun dispersal of 20mm shells. Ground targets will also not like 20mm shells.
20mm FlaK38, single or quad, will be an effective defensive weapon against anything save a golem. 37mm FlaK43 is probably overkill. 88mm FlaK36 is definitely overkill, and cumbersome to set-up, unless you really want to smash some Drow fortress and impress the locals.