I have used clay, it needs to be dried for several days, the larger, the longer it will require. If not dry, it tends to splatter and leave the barrel as a cloud. Clay will tend to shrink quite a bit, and depending on the clay, shrinkage is not consistent, so it can be a pain getting the size right....

Not that I have much to add to this, but It's threads like this that make me a fan of spudfiles.