I can't remember where I read this, whether it was Speer's instructions, or maybe another source (long before Internet)... use a piece of carpet suspended inside a cardboard box and put your target on the outside of the box. The carpet easily and gently stops the plastic bullet with no damage or distortion to the bullet. I don't know how many times I used the bullets, but they'll last a while.
Of course, I haven't messed with these in about forty years.