If you have the ability or funds angled steel would work very well. Between 30-40 degrees from the ground. Then a few Yards of sand inside it. If your only shooting 9mm then 1/4" would be more than adequate. I have seen 30-06 and even 303 pop holes. On an easier note: possibly one of your neighbors already has one set up. I know that the majority of farmers in my area have a berm in at least one of there fields.
Concentrated power is not rendered harmless by the good intentions of those who create it.