I would go with the primed brass approach as the safest and least expensive option, as mentioned above by 1911user and kingpin008.
You could look for a certified shipper, not sure how inexpensive that'll be if you do primers only.
I'm certified to ship by air for hazardous materials, you have to have designated packaging, labeling and paperwork.
I have all of my regulations at work, will copy some of that and put it in a thread in the near future.
I was investigated last year by the Federal Aviation Administration for possible shipping violations (they had 3 against me). Was dropped after a lot of explaining, letters, meetings, etc. Apparently the FAA was investigating Fedex and I had the wrong packaging for some liquid chemicals, but the packages were accepted by Fedex.
In regards to shipments not being marked as hazardous when they were, a lab I ship to gave me the following percentages:
Hazardous samples shipped and not marked as such: ~50%
Hazardous shipped and marked but not packaged correctly:20%
Hazardous shipped and packaged and designated correctly:30%
Pretty scary, really. Many items end up on passenger airlines that are hazardous, but in limited quantities. Makes you wonder what goes on unmarked, on the plane you're on. Yikes!