You could try this: Collect a bunch of empty milk jugs. Fill em up with water and stand them in line (you could make a frame if you need to to hold them.) It will probably be easier to recover your bullets as with the sand you will obviously have to dig for them. Im not sure, but maybe something square to hold the sand would be better. I dont if hitting the rubber on the sides would cause the bulet to riccochet off and make it not recoverable.
Hope I gave ya some ideas,
Brian M.
P.S. I also remembered another good one, stacks of wet newspaper (again in a frame of some sort.)