Yep, a solid sand backstop would work. A sand wall, at least a yard wide will stop a riflebullet. Clean, sharp-edge grained sand that is. The kind of sand used in concrete is perfect for the purpose and is easy to come by in the quantities you need for such a project.

I just like to add that this is something to worry about when shooting any gun, even air powered ones. Any projectile can cause damage, even small and slow travelling ones.