Blocks of ice. Just freeze gallon plastic jugs, or 1/2 gallon cardboard milk containers. Cut the container off, and shoot away making little ice chunks out of bigger ones. No clean up necessary when you remove the ice from the container first. The target material just melts away.
When my son was 10 or 12 he liked to shoot at old stuffed animals I found cheap at garage sales. His favorite was a purple dinosaur of PBS fame! Shooting It to bits with my Hakim he said he "Hakimed" him.