The "frangible" ammo mentioned above is powdered copper bonded into a bullet. It's expensive, hard to find and has caused some spectacular failures in Mforgeries (carbines) due to fragmentation of the bullet in the feed cycle. Brand of ammo in those cases unknown at this time (pre-retirement, could have told you). This ammo was originally developed to allow safe use of steel targets at close range in training. One noted manufacturer of the stuff features a video of one of their staff sawing a 4x4 in half with the ammo. There was at least one version specifically developed for use where putting holes in metal piping or pressure vessels would not be a good thing. Not gonna be drywall safe.

Supposedly, the Federal Ammo version exits drywall as very small fragments unlikely to cause serious bodily injury. Personally, I'd pass. I'd also pass on the never-heard-of-them at Brownells.

Now, Barnes makes a jacketed version of this type of bullet to ensure bullet integrity in the M4 feed cycle. It's called the RRLP for reduced ricochet, limited penetration. I've no idea who may load this bullet and if it's commercially available as loaded ammo. I expect someone loads it for the military. OTOH, it would appear to be California green as a lead free projectile.

I've loaded the bullet and tested it. It's accurate, stabilizes in the 1-9 twist, does no damage to rifle rated steel targets even at 25 yards and appears quite effective on tissue simulant. However, it tumbles but stays intact going through drywall.