Sure.
Except the surplus flechettes they use are hardened steel, designed to be used in a metal canister in military artillery beehive rounds.
If one or more hardened steel flechette vanes cut through the plastic shotgun wad?
They will tear your barrel a new one, regardless of what choke it is.
There have also been numinous reports of "dragons breath" novelty shells getting stuck in the bore and melting a hole in the barrel, or even starting forest fires.
That is a major consideration this year with the hot dry weather and out of control wildfires all over the country.
If you want fireworks?
I'd just buy fireworks.
They cost much less then the $4.50 a pop the shells cost!
With no risk to your shotgun.
rc