When shooting steel at close range 15 yards or less allways wear industrial eye protection. Goggles with glasses underneath is probably best.
Steel is fun but parer does not lie.
In lieu of steel you might try bowling pins. They are cheap, tough, last along time (I have one that has taken 500 rounds of 45 hardball and is still relatively intact.) and unless you hit it dead on the bullets and shot will be deflected away from you.