You don't say what gun you are using, but if it is a revolver, a .22 mag cylinder may be available for it. The cheaper price of .22 lr ammo would pay for it pretty quickly down the road.
A few years back, I was shooting a variety of .22's at the range, and a buddy picked up my 4 shot Freedom Arms mini .22 mag, loaded it with .22 lr, and shot it. I didn't realize it until he showed me the split casings. They fired, but he was lucky a rim didn't blow out. Its hard to picture in your head, but a .22 rimfire operates at about twice the pressure of your average 12 gauge shotgun.
Larry