My great uncle Tony used to roll his own buckshot loads using split shot....Ya know like the ones for fishing. He did not use the ones with the little ears on them to make them easier to open.....He used the round ones and would fill the wad cup with cream of wheat and tap to settle before crimping.
Those rounds worked fine and held a better pattern than the factory fodder out of my old Mossberg 500 ABR with the 30" full choke barrel.
