I've got some shotshells in 9mm (CCI #12 shot) and 357mag (CCI #9 shot) but I haven't tried them yet.

I have tried Winchester 22LR ratshot (#12 shot) on close-up targets (maybe 6ft away) and the spread was quite large, as expected from a rifled barrel. The target was a ply backing board and a few pellets actually bounced off and hit me in the ankle - ouch, but no penetration luckily.

I've got a couple of 12guage adapters - one in 22LR and one in 357mag. It'll be interesting to try the shotshells in them but I'll need to buy a shotgun first.