Re: Stupid is as this guy does...
I don't know about magnesium, but as a kid, we used to use a mixture of sulphur, salt petre, and powderized charcoal briquets. We made a cannon out of an 18" section of galvanized water pipe, with a threaded end cap on it and a small hole drilled in it for the fuse of a 2" firecracker we'd use as a primer.
Just fill that pipe up with a few inches of that powder, wad it with tinfoil, and use a 3/8" ball bearing as a projectile.
It was a tad difficult to aim, but that ball bearing would penetrate 12 inches of solid wood, if you could hit the wood!
Since we somehow miraculously managed to survive and not kill anyone or ourselves, it was great fun. Lots of experimentation was required to perfect the technique.