Step 1: Find the height of the cone.
The semi-vertical angle satisfies
\[
\tan\theta=\frac{r}{h}=3.
\]
Hence,
\[
h=\frac{r}{3}.
\]
The volume is
\[
V
=
\frac13\pi r^2h
=
\frac{\pi r^3}{9}.
\]
Step 2: Use differential approximation.
Let
\[
V=\frac{\pi r^3}{9}.
\]
Then,
\[
dV
=
\frac{\pi}{3}r^2\,dr.
\]
Here,
\[
r=15,\qquad dr=0.001.
\]
Therefore,
\[
dV
=
\frac{\pi}{3}(15)^2(0.001)
=
0.075\pi.
\]
Step 3: Compute the approximate volume.
At
\[
r=15,
\]
\[
V
=
\frac{\pi(15)^3}{9}
=
375\pi.
\]
Hence,
\[
V+dV
=
375\pi+0.075\pi
=
(375.075)\pi.
\]
Thus,
\[
\boxed{(375.075)\pi.}
\]
Therefore, the correct option is \(\boxed{(C)}\).