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Do it all the time. Only load one at a time into the marlin and only good for birds at close range. It won't wreck your gun because the shot stays in the wad until it is out of the barrel.
This came up about a month or two ago. Can be done, no damage as the barrel is stronger then lead shot, but groups will be horrible seemed to be what was said. Never tried it myself, try a search and you should find it.