When mathematical biology models are used to make quantitative predictions for clinical or industrial use, it is important that these predictions come with a reliable estimate of their accuracy (uncertainty quantification). Because models of complex biological systems are always large simplifications, model discrepancy arises - where a mathematical model fails to recapitulate the true data generating process. This presents a particular challenge for making accurate predictions, and especially for making accurate estimates of uncertainty in these predictions. Experimentalists and modellers must choose which experimental procedures (protocols) are used to produce data to train their models. We propose to characterise uncertainty owing to model discrepancy with an ensemble of parameter sets, each of which results from training to data from a different protocol. The variability in predictions from this ensemble provides an empirical estimate of predictive uncertainty owing to model discrepancy, even for unseen protocols. We use the example of electrophysiology experiments, which are used to investigate the kinetics of the hERG potassium ion channel. Here, ‘information-rich’ protocols allow mathematical models to be trained using numerous short experiments performed on the same cell. Typically, assuming independent observational errors and training a model to an individual experiment results in parameter estimates with very little dependence on observational noise. Moreover, parameter sets arising from the same model applied to different experiments often conflict - indicative of model discrepancy. Our methods will help select more suitable mathematical models of hERG for future studies, and will be widely applicable to a range of biological modelling problems.