I've loaded the shot capsules for .38 Special and .44 Special. The .38's hold around 110 #9 shot, the .44's right at 200. Out of a 3" Charter Bulldog I used to have, those 200 shot would do a number on the few snakes and rats I tried them on.

Stiab's suggestion of a little glue is probably a good idea. That plastic is slick and also a bit undersize for ease of loading them without damaging them.

The old style caps that Speer made were yellow. I tried crimping them in place with a roll crimp and had a few fracture at the crimp. I then went to a taper crimp and had no more problems. I think the blue capsules they sell today are a little more pliable than the old ones. I also found that the ends of the capsules were susceptible to breakage from a standard seating plug, so started seating them using a common wooden ruler or other flat surface held against the base of the taper crimp die, seating the capsule with that and then immediately running the cartridge up into the taper crimp die. A little tedious, but these aren't the sort of things you make up a big pile of.