I have an extra non-spring mattress that I use. I make it lean against a chair standing vertically and use thick needles to pin in some paper targets. I haven't seen any BBs penetrate it yet, but I'm sure they will.
My second method is.. Boxes of tissue paper! They seem to absorb most of my BBs because of all the layers of tissue and the BBs stay in the box. Once they get full, empty them out. If the tissue box gets torn to hell, replace it with a new one. If you find tissue boxes too small, use more than one. Tissue boxes go for about a dollar or less depending on where you get them.
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