5 gallon bucket filled with rubber crumbs. Also useful is the rubber mulch, which can be found at Lowe's (or the like) in the garden section.
3 sacks will easily fill the bucket, with some left over.
Pour about 4" in, tamp it down with a 2x4, continue until full.Lay it down and shoot through the lid into the length of the bucket. It will catch the bullets without distortion, unless one bullet hits another.
The single bucket will easily catch handgun, but not full house or heavy 44 Mag. I even shoot soft point 223 Rem into it from 75 yds with no problems.
If you are concerned about shooting through it, cut a 3/4" plywood disc and out it in the bottom prior to filling with rubber. Or, a metal disc.
I've been using this design for several years. Eventually the lid will need to be replaced, but that's$2. I screw the lid on with sheet metal screws right through the outer edge.
I've captured, and remelted, scores if pounds of lead in the past few years.