They just normally do not recommend pellets and #11 caps. Pellets require a larger burst of fire to ignite properly. Although there are people that shoot pellets with #11 caps. If I were going to try a pellet with a #11 cap it would be a pyrodex pellet because there is a small amount of black powder on the end of them which might assist in the igntion. Just make sure you load them the same way they come out of the box.