Thanks everyone for all those tips!
I definately keep the bean bags and balloon ideas in mind, not to sure about the paper though

Maybe not such a bad idea afterall since the ancient Chinese used paper for making effective armor.
Cthulhu has a good point, getting hit by it would still be very painful but it's a better option then using rocks
when i practice in the park.
In my country, The Netherlands, there are almost no places where i can sling while being sure i am totaly alone.
It is a very small country filled with millions of people who often head to the parks to escape urban life.
So going to a place where i can practice alone without any chance of hurting someone is not an option.
At the moment i'm making a candlewax bullet, i wonder if it would be any good and in the mean time i'm thinking about
other material i could use.
Thanks everyone!