15 yards is no problem- I've shot plates and poppers even closer with .45 acp, 9mm, .40 S&W, .38 Special, and 12 gauge Winchester AA's and buckshot.
Bullet construction matters. Jacketed bullets can throw some really bad shrapnel, especially once your steel gets cratered. Eye protection and common sense is mandatory. Always face the berm or impact are while others are shooting to keep your eye protection facing forward.
If you want to go closer than that, I'd go with IPSC cardboard targets. Taping is quick and easy, and cardboard is WAY lighter than a Pepper Popper.