You know, I believe that the Romans once attempted putting sharpened iron dowels through some of their Glandes in Spain, so that the points of iron formed the points of the glandes. A lot of them bearing the name of Pompey.

Now, that sounds like something that is just downright mean...

I have a feeling if you aren't wearing anything substantial... on a point-on impact... I think those would have the habit of  going right through you!

Yep, Tungsten glandes would be awesome. Or Depleted Uranium ones... but then the Military would probably give you the evil eyes.

Oh, What I would do for Iridium or Osmium glandes. The Densest elements around, but also very rare on Earth.

Quick, we need to get to space so that we can mine the asteroids for that stuff!

  Of course the obvious concern with tungsten is that it's more expensive than lead and lead isn't cheap.  But it would probably be your most effective ammo within reason.

Definitely harder to shape and more expensive but given that it will likely retain its shape when hitting things it could be more economical in th long run, well as long as you didn’t lose them.

I actually have a small amount of tungsten bar that I have used for slinging

Here is some pics

As you can hopefully see it is very small for the weight

The 75g piece of tungsten gives a good perspective on how small a glande shape would be , likely this much material shaped correctly into a sharp point on either end would be a little larger in diameter but relatively similar in other dimensions. This would (I suspect) be a very good penetrating glande.

The tungsten May be tungsten carbide. And if so an even smaller glande would be possible.

I have thrown some and they really hold their momentum, I can only imagine how a better aerodynamically shaped glande would perform.

As for tungsten fishing weights
These 2oz miller punching weights look like they were made for us

I would agree for a glande that is not intended for hunting.
But for hunting I suspect that a sharp point would be an advantage on a penetrating projectile. perhaps a teardrop shape is the best if blunt trauma is the goal.
This would reopen the “blunt vs penetrating” discussion.
And many factors would have to be considered.
Accuracy, game animal, projectile speeds, projectile weight, just to name a few.
I think if blunt force is the goal using a material such as tungsten would be a disadvantage.

At around $15USD each you are literally throwing money away ha ha 

Speaking of records what are the official numbers??

Sarosh- tear drop shape self stabilizes I believe.

As for best ammo, why not something with an exploding on impact?
That would really ruin the catch but as an ammo concept its neat.