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. I was using a pipe bored out slightly larger than my barrel, ramming some clay in and then pressing out with a rod, this made pellets not unlike what would be used with a pellet gun for what it was worth.
These also tended to explode on impact which prevents unpredictable ricochets of sizable mass, again, maybe clay dependent.
I had previously also experimented with adding sawdust to the clay to make a composite to avoid cracking when it was drying. Again something that seems dependent on the clay used. I would imagine these would hold up better with more powerful cannons if standard clay doesn't cut it.
I had often thought of pykrete but making a mould and waiting for them to freeze seemed a bit tedious.