Just pull some of the heeled bullets and stuff a wad of tissue paper in the end and melt some wax over it. If your not fond of melting wax, just push the case into some canning wax and break a tiny plug off.
They will go bang but not sure if it will reciprocate an action. Maybe even styro-foam will work better so you don't begin to gum things up.
A revolver would be best.
If you put something like a suppressor on the end of the barrel it will help build up enough pressure to cycle. lol!
Seriously though, I would not even try to anything other than manually single load in a semi auto rimfire pistol. Every round is either going to fail to eject, fail to feed, or worse stovepipe and annoy the crap out of you. Also think about where the rimfire primer is at when a live round stove pipes. I have seen it happen with a shotshell. Personally I have a dedicated cheap 22 single action revolver for 22 shot shells and blanks. South Carroll Sporting Goods just posted a H&R 22 revolver for $99.