Pretty sure you could gut your own $10 ear buds, pick up some spent 9mm brass from the range and reverse engineer this for literally a fraction of cost. Some epoxy and a dremel tool will go a long way here.
I saw the Gunny on some show and he had them in his ears and one of my kids commented that spent shell casings wouldn't offer very good ear protection not to mention that fired brass wouldn't be the best thing to shove into your ears. I assumed that they were some kind of ear-bud type thing with shell casings stuck on them....
I come from a USMC family, and have seen several of my uncles do that- with live rounds. I expect R. Lee Emory may do the same.
sticking live rounds in my ears would make me a little uneasy
I can't seem to find the picture, but I thought for sure you were referring to an infamous pic of a bunch of guys on a firing line and one of them is plugging up an ear with the muzzle of his Beretta, and the other ear with a finger!