Yea the shell shape wouldn't matter as much as the presence of gunpowder. The x-rays they use paint materials different colors, so in the case of bullets they'd be looking for metal + something organic (the gunpower).
You really want to freak them out wrap some headphones around a banana and send it though.*
*No please, don't do that.
FIAT JVSTITA RVAT CŒLUM