Sure,
They make a heavy black plastic snap cap that works well ( the ones I've had for years are black / or they make brass ones too .... The only ones that don't work well - are the clear plastic ones / they seem to break if you drop them on a hard floor - like concrete.
As a last resort - you can also just used spent shells / run them thru a reloader and crimp them ( without components in them of course ) and they'll work fine. I would at least put a big X on the bottom with a marker so they don't get mixed up in live shells. I'm not as fond of this option - since they look like live shells .... / but you could use them if you can't find anything else. Note: you crimp them inward ---- not closed ... so its really obvious they're empty ( don't put wads in them / or shot ) ....
I would never recommend using live shells - except at a range - where you have a safe area downrange in case one goes off ....