The Range ( outdoor ) I belong to does not permit it.
When I used to shoot at a different, farther outdoor Range, who did permit it, I liked to shoot disused Fax Machines, small Appliances, Desk Telephones, Alarm Clocks, Toasters, Toys, Barbi-Dolls, Cans of Spray Paint, Shaving Cream, Hair Spray ( build a little fire next to it first if it is flamable ) Troll-Dolls, Base Balls, Golf Balls, and other fun smallish size things.
I would spend whatever time it took to clean it all up afterward, and, bring it home with me to put into the Trash, or, find a Handy Dumpster on the way Home.
I stayed away from Glass, since it is a hassle to clean up afterward.
I think one should always leave things no worse for one having been there, than it had been before one was there...or, leave it a little better even, for one's having been there, when possible.