In reply to Reader_Rambles:
A gully usually has defined side walls. Some venues the gully walls tend to be less protect-able than others, pegs can be useful.
If there really is no rock with cracks in to be dug out and you can't find any ice (including digging for it) for screws or turf for bulldog etc there aren't many options. You can use a deadman. If you don't have one typically you'd run it out to the next belay (which may be a snow belay such as buried axes & bucket seat).
Typically if you keep looking you can find some gear if you need it, although the finishing pitches on big gullies less so.
In very firm neve you can use snow stakes as running protection also.
Post edited at 17:09