It's called mercury fulminate (whatever that is), and it's something I wouldn't care to mess with. If you read the post on the history of percussion caps, there was a submission that describes the guy who paints that stuff in the caps. He was far away from the other workers, so if he blew up, none of the other guys would get harmed. I wouldn't think you can just buy that stuff anyway.
Stick with maufactured caps, and let them worry about saftey issues. Besides, they're still cheap compared to modern ammo, and reliable. What more could a guy ask for? Bill