Copper coated lead work well in a lot of guns as an alternative to steel BBs.
Steel ones bounce back at speed if shot at a steel target holder but the copper coated lead deform nicely.
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I would think the copper coated steel BBs would bounce back just as much as uncoated ones.
Gamo lead balls are slightly bigger than steel or copper coated BBs and don't work in all guns.
I've never used Dust Devils but a lot of people report feeding issues and very poor accuracy.
A box stuffed with old clothes, towels or a fibre filled pillow makes a good "catcher" for BBs.
This is just some observations from my experience of using deformable BBs. I have used Excite Smart Shot Copper Coated Lead (750 per tin)
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Cheers
Don