I've tried the nutshell stuff of a couple brands, might be a little more shiny, but ground corn cob works good enough if treated and I buy it a lot cheaper. sides that a bussiness 'bout 50 miles away handles a lot of the commercial corn cob, don't mind helpin' the locals.
If you really want a final posish use uncooked (not minute) rice. Makes em shiny, but check each case cause it sometimes balls in the bottom. I only used to do that when I shot BR in the State Games, just cause I wanted my ammo to look purdy.