Two effective traps that are easy to make, but have a small bit of investment are the electrical duct seal trap, and the rubber mulch trap. Both are quiet and keep the lead contained.
The first of the two uses a few pounds of electrical duct seal (the oil based kind) which looks a lot like modeling clay but a little bit denser. It can be put into a cardboard box with a thin cover to staple or tape your targets. You have to make sure that you use different impact places periodically as you will eventually make a deep enough crater that will go through. Some folks will put a sheet steel backer to make sure that the pellets won't get through. You do have to melt and re-cast the seal to reclaim the pellets after some time.
The other trap is similar but uses garden variety (pun intended) rubber mulch. The rubber mulch does require a bit more sturdy and possibly double layer cardboard front covers as it will tend to dribble out of the large hole you eventually put into the front. Again a steel back plate is not a bad idea, but a bit of a shake with the back of the box down will remove any hollows that develop which would allow a bb or pellet to go through.