As Drydock mentioned, for paper punching, the FMJ projectiles would be fine. I'd hesitate, however to shoot at steel. Depending on the target's hardness, even a 45 cal. FMJ projectile COULD punch through like an armor piercing round. MOST ranges use a low or light grade of armor plate or VERY hard steel, but there might be a few cold-rolled or sheet iron targets out there.
Any range that allows modern rounds would be safe to shoot at paper or wooden targets.