The old trick for indoor firearm practice was to take some revolver cartridge cases, bore them out to take shotgun primers, and use wax slugs.
The wax was easy- there was some formula to soften candle or bees wax, and pour it out into a cookie tray to harden, at about 3/8" thick. Then you just pressed the empty, primed case into it like a cookie cutter.
You'd hang an old curtain or some loose towels behind your target (presumably in the basement) to catch the slugs, which could be remelted and reused.
Theoretically you could do the same thing here, just pour the wax right into the clips. But I suspect that would leave a great deal of smeared wax in the barrel, which is not removable and thus difficult to clean.