IMHO, today's copper or nickel coated shot is not worth the added cost. The coating is so thin that there is no perceptible difference between it, and magnum shot, using the crush test.
If you are trying to protect lead shot from deforming on firing, first, reduce your powder charge, and then next, try using a slower burning powder, such as Fg vs. FFg.
Next, much success has been had with soft shot NOT deforming when fillers are using between the pellets. Grex is a product used by Winchester- a fine form of beaded synthetic, that weighs next to nothing. Its drawback is that it easily blows away from the muzzle in any light wind, making it more difficult to pour it down the muzzle in the field. .
Puf-lon is a commercial product similar to Grex, but its expensive, and blows away easily making using it in the field difficult at best, in a mler.
A natural filler would be the Jiffy Brand Corn flour Muffin Mix, as it flows well, fills in the tiniest of gaps between the pellets, and easily disperses outside the muzzle in a cloud of yellow smoke. Its also incredibly cheap, and available at most grocery stores. The drawback in using any natural product is its tendency to absorb moisture from the air, and clump.
The Secret to using corn flour in a MLer is to protect that flour from moisture. Use two OS cards on top of the shot- not just one. Consider putting a thin piece of plastic wrap between the two cards to give more vapor barrier to the flour. OR, one of those pre-lubed wood wads from OxYoke on top of the shot, followed by an OS card might be just the ticket.
The trick to using any filler is obtaining complete and consistent distribution of the mix in the shot. If you intend to hunt on a windy day, you might be better off making a shot "cartridge" at home, tying or taping, or gluing the bottom, pouring in the shot in stages while you pour in the filler, and tap the tube to shake all the filler down into the gaps in the column of shot. Then closed the top and carry the shot loads in a pouch or holder that protects the column from collapsing, so that it slides easily down the muzzle. Whether you want to fire the "shot cartridge" "as is", or cut off the top of the cartridge and use OS cards to hold the shot in the barrel is up to you to test in your gun.
My experience, using 3M "post-it" Note paper to form a paper shot cartridge showed than when I used three wraps around the mandrill to form the tube, the shot did NOT separate from the cup, and hit the target at 25 yards as a single "slug"! :shocked2: :rotf: :nono: :shake: :idunno: :surrender: :thumbsup:
Have fun. ( Oh, one wrap became confetti; two worked better, but ended up working better with slits cut into the top of the tube.)