Most people use the shotshell primers. Wax is very easy to load and many people use nothing else for practise. You can load the six wax shells in a few seconds and shoot, then reload and shoot again. There are 4 or 5 companies making wax bullets. For safety reasons these are the only bullets that are allowed in competition.
Many people make their own bullets for practise.
For practise I generally use a very easy to load blank. Many shooters use thin cardboard or styrofoam as the wad and keep it in place with a thin layer of nail polish. You don't want to fill the shell so that it's overflowing because you will then crush the powder when you push in the wad. That would turn your 1F powder into finer grains that wouldn't be as effective at breaking the balloon. Conversely, you want to fill up the shell as much as possible to get as much powder as you can.