I had the same problem with empty frames showing up in the thumbnail portion of the gallery. I decided to take a look around and mounted the SD card and looked in the thumbnail folder using my PC. everything looked fine so I unmounted and disconnected my Droid. When I went in to look at the gallery with my Droid all the thumbnails were there. Hope this works for you.
Thanks Davy, but that shouldn't be necessary - and certainly not each time you take a picture!