Take string and tie charcoal briquettes to the string and hang them from trees or off a stand. When you hit them, they explode in a black cloud. For a real challenge... swing them. And then shoot them while they are moving.
Another thing we used to do is drive a double bit axe into a stump. Then put a clay bird on each side of the blade. With a roundball rifle.. shoot the axe blade and split the ball, hitting the clay birds. Before you scoff at this.. at 25 yards it is possible. I have done it off a bench rest. Maybe not every time, but I have done it. And it sure makes you smile when you accomplish it.