before my time but one of my bomb disposal instructors talked about back in the day they tried bullets loads with 2 grams of lead azide, or mercury fulminate (about as much that is in a blasting cap) . Unfortunely he said the lead azide worked ok, the mercury fulminate was a little too unstable. Said it blew up in the chamber of the gun after a couple rounds.
That being said Check out the AA-12 with the mini explosive rounds (technical a 12 gauge fin stabilized grenade)
Back to the point these rounds are severely just wrong. Not counting that in shadow run, if you get caught using something like this your gonna spend some quality time with loan star, and a probe named mister hammer, until you give up where you got them.