NoExcuses Bullets now sells a variety of somewhat affordable lead bullets in sabots. The speed of 2 Pyro pellets should be pretty close but you can do so much better dialing in a load by using loose powder. Around $33/50 with sabots. Weights from 250-400gr are available.
Just like any bullet they can surely work. You just need to shoot them within a velocity range that they perform well and retain adequate energy for a ethical kill.