The 22 is not much of a round to work with for that sort of thing. Hinkley was alleged to have used some exploding bullets to shoot Reagan*, see how well those worked.

I knew a guy who experimented with exploding bullets a long time ago** he would bore out 45acp hollowpoints, add a grain of powder like AA5 or AA7, and cap it with an inverted primer. When he tested on milk jugs, there was a ferocious entry hole but no exit hole. he also made a variant with a steel BB over the primer to ensure ignition--those worked even better than the other and cycled safely through the gun...but he abandoned the idea due to the possibility of drop-firing the rounds on accident.

Black powder primers do not contain mercury. Old ammo, known nowadays as corrosive ammo, used primers containing fulminate of mercury. No one uses it anymore because it ruins guns, causes pitting in the chamber and on the bolt face, and makes the brass uselessly brittle. I'd avoid using mercury due to the serious health risks of the stuff.


*I never heard any specifics on the round used by Hinkley and have always suspected they were nothing more than hollow points, and the anti-gun press made up the rest.

**Well over the 7 year statute of limitations. I do not recommend trying this stuff as it is dangerous and illegal. I told my friend way back then he should stick to reading about that kinda stuff.