Shooting the comp will damage the comp and could send pieces flying regardless of ammo used. Using the “wrong” ammo won’t send pieces flying. The bullet doesn’t know it’s going through the comp and decide to disintegrate and send pieces flying because a comp is attached. If your bullets are falling apart the comp is not the problem and you need to figure out what you are doing wrong regardless of the gun being used.

I’ve shot thousands of rounds through my 929 with the cap attached. A little loctite has kept it in place just fine. My 460 only has a couple hundred rounds through it but they have all been with the comp you are supposed to use with jacketed bullets. 90% of my loads have been powder coated lead and I have not had any issues.