The only thing I can think of is the old Volcanic bullet, which had a self-contained charge in the bullet.
I think for something like this you would have to have a larger bullet so that the sides would not pull off from the nose by having a larger surface to engage the rifling, ala a minie ball. If you had too deep a cavity, I could see the sides of the bullet (the chamber, so to speak) bursting off the nose.
But I am not an engineer.
The Doc is out now.