Visiting the graves of the martyrs of Uhud is sunnah as part of the general Sunnah of visiting graves. Nabi (shallallahu alaihi wa sallam) himself visited the martyrs of Uhud, made doa for them, and said his farewell to them. Hamzah ibn Abdil-Muttalib, Nabi's uncle and the 'Lion of Allah,' is among those buried there, along with approximately seventy other companions who fell in the Battle of Uhud.
Sheikh Ibn Baz stated that visiting the martyrs of Uhud follows the same etiquette as visiting any graveyard: the visitor greets the deceased with the Sunnah greeting, makes doa for them, and reflects on death and sacrifice for the sake of Allah. The visit is a beautiful reminder of the sacrifices made by the companions and the meaning of steadfastness in faith.
However, Sheikh Ibn Baz also warned against several practices that have no basis in the Sunnah: climbing Mount Uhud as a ritual, touching or rubbing the mountain seeking blessings, taking stones or soil from Uhud as 'blessed objects,' making doa to the martyrs (rather than for them), or considering the visit an wajib part of the Haji or Umrah trip. The visit to Uhud is voluntary and falls under the general recommendation to visit graves. It is not connected to the rites of Haji or Umrah in any way.