Had an uncle who used the .22lr and rock trick out of curiousity.
The casing itself flew apart and part of it imbedded itself in his face under the skin. He didn't dare tell Grandpa who apparently was not at that point the kindly old man I remember but a holy terror when you did something that stupid. It didn't heal of course, and when he was brought to the Doctor for the infection the entire story(as well as the casing fragment) came to light.
Apparently he was sore at both ends for quite a while afterwards.
It's a little tough to blow off the story as my uncle pointed out the scar when I asked him about it.
I remember the story quite well because my Mother told it to me over and over again, usually when she discovered that I was indulging my curiousity about what household substances combined to have explosive results, except for the one time she told it after the skunk incident of '77 (how was I supposed to know they were going to react that way? I got along with them just fine, geez, calm down.)