Getting into my "Way Back Machine" of being young and dumb...
You can pull .22 slugs with just your fingers (a pair of pliers helps if your fingers are weak). Just put the pliers on the SLUG, not the case, and work back and forth. The lead is really soft and deforms easily.
If you just want to make blanks for .22, just pull the slug, stuff some toilet paper in the case and top off with some candle wax. You can mark paper with this (close range of <20 feet).
I tired several alternate slugs, erasers, match tips, match sticks, BB's, basicly anything I thought would fit (sealing with wax). Nothing really worked except for the wax blanks.
I did my experimentation with an old Marlin .22 single shot bolt action in my room (see, I told you I was young and dumb).
Minion82, if you just want to practice indoors, just go get an air gun and a pellet trap. Makes life so much easier.