My old pellet trap was a wooden cigar humidor filled with a couple of inches of duct seal. It worked great on pellets up to 1000 fps. After a while you'd need to scoop out the mass of lead in the center, but that was pretty easy- just fill in the hole with some new clay. Close the lid and nobody was the wiser.
I'd probably hesitate to use the type of trap that makes a pellet disintegrate if it's used indoors.