I make my own pellet traps. I start w/ a box from Amazon, (I let my cats play w/ the box first) ... after they're done, I fill the box up w/ old paperback books I mostly get for free or for next to nothing. Then I wrap the box & books w/ several layers of gorilla duct tape.
Then I start using it. I use sticky bullseyes for targets. After each group, I'll cover the group w/ more gorilla duct tape or just plain duct tape. I have yet to have a single pellet penetrate both sides of the trap and each trap I have has several hundred pellets in it.