Youtube user Taofledermaus has a youtube series where he tests all sorts of crazy non-commercial shotgun ammunition. Many of these are user made projectiles, and are even 3D printed. The beautiful thing with shotguns is that you can pretty much place anything in the shell, provided they fit. This leads to the possibility of many wonky custom ammunition which may or may not perform well.
In one particular episode, he got his hands on a prototype micro hunting arrows loaded onto a shotgun shell as a shotgun projectile. These projectiles have an expanding tail which gives it some aerodynamics. I would not want to be hit by one of these.