I've seen normal, everyday bullets make a spark when hitting rocks at first or last light, but that's it.
I've started fires with tracers, but they're far from "normal" bullets and/or ammo. I know of at least one fire a couple years ago in Wyoming started by Tannerite.
I know of several fires started by car exhaust pipes on the grass and even came across what I have to assume was a naturally smoking and smoldering tree stump covered in embers. I have no idea how to explain why it was so hot, as it was on a riverbank with ice cold water all around it, but it was.
Never a non-tracer bullet itself though.
