You CAN buy them legally, provided you do all the paperword to get a DD and and special BATFE licensing for explosives, have an approved explosives storage facility, etc. The problem is the private companies that make such devices won't sell to you as a matter of company policy.
Theoretically, you could file a form 1 with BATFE/NFA for each round (along with paying a $200/tax on each), get an exlposives license, build an approved storage facility, and make your own rounds once the form 1's were approved. Unfortunately its well beyond the ability of most folks to make such devices, and combined with the financial impact of the taxes, licenses, storage facility, etc. is almost insurmountable unles you plan to be in the business. And at that point, the civil liability aspect of civilian sales is tremendous.