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Note that when you fire them, they will lose a significant amount of weight (and shrink a bit). If you fire them at a low temperature, they will be porous enough to dunk into water and gain some of the weight back. But they will also be weaker. I'm not sure if fully dense clay is more dense than concrete or not.

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https://www.6mmbr.com/sandcomparison.html#:~:text=Sand%20Characteristics,165%2D175%20lb%2Fcu.

https://www.thecrucible.org/guides/ceramics/how-to-glaze/

Some links on the subject of sand density and firing technique for your perusal. I had the idea of making a typical biconical sling bullet out of dense clay and sand, fired then was dipped in a ceramic shell and fired again. Bisque is a term used for an object fired once already. I’d use a natural fiber string to dip and dry over and over then heat in the brick style kiln suggested in the second link.

Edit to fix link.

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It's better to not add grog/temper if you don't have to. The reason they use it for bricks and pottery is because it reduces thermal shock, increases wet strength, and minimizes shrinkage. The latter is the opposite you want for a bullet. Grog can also reduce fired strength as well. As long as you dry them properly first, and warm them up slowly, then the finished result is better. They're smoother too, which means better aerodynamics.

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