It's still not a good idea, but they've got a point about birdshot. An ordinary bullet, fired straight up, will come down with enough force to hurt or kill. But

It's still not a good idea, but they've got a point about birdshot. An ordinary bullet, fired straight up, will come down with enough force to hurt or kill. But each pellet of birdshot is much much lighter, so its terminal velocity is lower. Falling from the sky, it shouldn't do more than sting a bit. (I haven't done the math, but I know the notion that a penny dropped from the Empire State Building is false; a penny's terminal velocity is too low. And birdshot is a lot lighter than a penny.)