I am around shotgun shells constantly. I made one awhile back, never got a pick. Roll out a log of gp, better than fondant. Flatten both ends, and flare one of the ends, as a real shell would be, for the bottom. Impress a small circle in the bottom of the shell in the middle, that is the primer or what goes bang when you fire the gun. On the top, take a razor blade and make what almost look like cake slices around the top, so the shell looks like where the top was crimped in after they pack in the actual "shot" or lead bb's.
For more efffect, roll some small non-pareils around in silver or pewter luster dust, and sprinkle some around where the shells will be sitting, to mimic spilled shot.