Small Arms Ammunition aka Safety Cartridges for Weapons ship as Dangerous Goods, Category 4.1C. Can even be shipped by air freight, if the paperwork is done correctly. Similarly, up to 5kg can be carried in checked luggage in a passenger aircraft. This is not powder or primers.
Something to think about if falsifying the Dangerous Goods - Yes or No - question when mailing a parcel containing powder and primers... Mail often travels by air. It can be x-rayed if going by air. This is why there is a specific prohibition on mailing inert devices. Package gets x-rayed, examiner doesn't know if the grenade is live or not, bomb squad gets called, postal terminal gets shut down until the situation gets resolved.