Sopme of the Enfield or Zouave replicas I think used to be supplied with a brass 'snap cap' chained to the gun. It would be no difficulty to get a bit of brass rod and counterbore it to slip onto the nipple for protection. Also, you could take a nipple down to a shop of the 'brass house numbers and decor door handles' style and just ask for 'something' to cap it. There may be a screw-on finial from a stand-up ashtray in the parts bin that is just the ticket.

Someone mentioned copper BB - I think they are probably steel, with a flash of copper plating.