CAUTION: The following post includes loading data beyond or not covered by currently published maximums for this cartridge. USE AT YOUR OWN RISK. Neither the writer, The Firing Line, nor the staff of TFL assume any liability for any damage or injury resulting from use of this information.
Zorro,
Nosler, Hornady, Berger and Remington make 17 caliber bullets. I don't spot any FMJ's or solids among them, so what follows remains fantasy football at the moment.
Should the bullets become available,
read this article on the differences modern bullet types make to pressure.
This is a 33,000 psi MAP cartridge and the polymer tip bullets in them now are jacketed, and groove and bore diameters match those of current centerfire 17's. Thus, substituting equal weight, equal length or shorter jacketed cup and core bullets, like an FMJ, might be made to work. Solid copper would cause problems (see last paragraph).
You would get the primed and sized case and appropriate powder by pulling bullets from live commercial ammunition, which is expensive and wastes their bullets. Even though a nail gun blank is the parent case, it would be dangerous to attempt to unload those, as blanks typically use a faster and more violently explosive powder than bullet propellants are. You would have to find an appropriate powder to propel the bullets. That discovery process has a lot of potential to pop rims and damage your gun by gas cutting as you try to find one suitable for the large expansion ratio gun.
Even if you got the necessary forming dies made and unloaded the blanks successfully, unlike centerfire Boxer primers, which have a paper or foil cover over the priming mix and often also have sealing lacquer over that, the rimfire priming mix is usually exposed inside the case and would be more vulnerable to case sizing lube contamination. Also unlike priming mix in boxer primers, which is designed to flex enough to have the anvil compress it slightly when the primer is seated, rimfire priming mix can be brittle and vulnerable to mechanical damage. As a result, handling in presses and specially made shell holders may cause the mix to break and fall out of the rim, producing duds. Rimfire priming mixes are meant to be added after the case is formed.
If you ever find an appropriate FMJ the same weight as is in a commercial cartridge, I would reduce the powder charge you find inside a pulled cartridge by 10% to start. This is in case the new bullet is tougher to engrave. You would then work up in 2% steps if that fired OK (reduce 8%, then 6%, then 4%, then 2%, then full load), watching for signs that the rim looked any harder flattened or more expanded or more sharply marked by the firing pin or other bolt face features. You would go back down to the previous step and declare it to be your maximum load if any of those signs appeared.
Solid copper bullets will increase your pressure. Even if they weren't harder to push into the rifling, for a given weight, since copper is less dense than lead, it will take up more space in the case, thereby raising pressure. You may find you have to reduce the powder charge so much to avoid getting pressure signs that your muzzle velocity is no longer acceptable. A solid copper bullet's greater length for the same weight may not be properly stabilized by your rifling twist rate, especially with lower muzzle velocity. If I were to try such a thing, my first load would be with 16% less powder than is found in a commercial round for the same bullet weight, and I would work up from there in 2% steps as described above, but over that wider range.