Well, back in the day, I used to do custom loads for my muzzle loading EIGHT gauge shotgun. Right barrel was loaded with a quarter pound of buckshot. The LEFT barrel was loaded with powder, string, waxed paper, rock salt, and broken razor blades.
The right barrel would drop the moose in his tracks. The left barrel would dress it out, salt it down, wrap the meat, and tie it up in a neat package.
Now, if you actually believed any of that, I have some oceanfront property for sale in Colorado............
To answer your question- most air rifle shot (like Daisy BBs) are copper plated STEEL. They are very hard, and without the right shot cup, etc, will score (scratch) the bore of your shotgun. Other items may cause a bore obstruction, which can lead to visits to the hospital ER at unplanned times.
Shotguns can be very forgiving- but there is a LOT of energy released when you pull the trigger. Most shotguns, that energy is about 4 inches from your face. Think about that while reading the loading manual.