I have an old article from the 1960s on how to set up a basement gun range. It said to use empty centerfire brass that has been reprimed and pressed into paraffin cakes.
It works! Also good for popping stray dogs and cats. It WILL go through pasteboard boxes and will raise a welt and bruise on anyone you hit with one.
When I bought a .45 Colt pistol 46 years ago, the seller gave me two boxes of plastic cases loaded with paraffin.
I think I've seen that article. IIRC (don't laugh, it could happen!) it was from Popular Mechanics. They were using .45 cases, drilled out to accept shotgun primers.