I just dump the pellets out of a 12ga trap round and fill the wad with melted wax.
It's non lethal, on larger animals, like racoons, but will kill a smaller animal, such as a rabbit, if it's less than twenty meters away.
I should add, if you want the loads to be even less painful, half fill the wad, still in the shell, with small styrofoam pellets before pouring in the wax. Just remember to stir it all up while it's still hot enough to mix. The foam pellets will partially melt, but will reduce a lot of weight.