Just be aware that the primers (and therefore the discharge smoke/particulates) contain lead. Some studies indicate that most of the inhaled lead from shooting indoors comes from the primer material.
I've done a lot of indoor shooting, and not all of it at ranges with good ventilation. As long as you're not spending hours doing it and as long as there's some level of reasonable ventilation you're probably ok. It's just something to be aware of.I just hold my breathe.
To be hit with one of these 13 oz rubber bullets...