I ordered some dummy rounds from LEtargets.com. They appear to be identical to those on the linked site. They beat A-Zoom. Real nickel-plated brass casings with ABS bullet inserts. There is NO "primer," however. Just a recess in the ABS in the primer pocket. You can fill the pocket with RTV or silica glue and trim it down to work as a snap cap.
I've got them in .45ACP, 9x19mm, .38Spl, and 12GA.