Just make sure the pennies are pre-1983.
Actually, pre-1982 if you are lazy.
If you are not, they switched somewhere within the 1982 minting. Some '82's are copper, some are zinc. You can weigh them to tell which is which.
I've been harvesting the 1981 and prior pennies for awhile. But I'm sure it's an urban legend so no one else should be so foolish as to do that.