only if some of the stranger concoctions are used, generally what gets folks is when unintended consequences happen such as setting the back 40 on fire and when the red light brigade shows up to put out the resultant conflagration, the source of ignition is found, leading to too many questions. Tennis balls and cans, even water/concrete filled are not a problem with the ATF. When you put the explosives(over a limit I don't remember on a Saturday) and exotic flammables into a projectile, you get into Destructive Device realm.n.f.a. destructive device???
I can assuredly tell you from sad family experience that the ATF doesn't play. Don't flock around for you're assuredly gonna find out. And they may not arrest you outright but hold it over your head with threats of imprisonment + taking the family farm for the rest of your life to have you do things & associate with those you'd rather not. Period. End of story. Not going further.
I'm not a cosmic KillJoy for I'm looking at a Coehorn mortar for N-SSA and practicing on the farm. But just don't be stupid with the law.