> What are bullets and shell casings made out of again?
Usually non-ferrous metals like brass, lead, and copper unless you live closer to Russia, then you may end up with steel-case.
That's besides the point though, the barrel of the gun will be steel.
Ferrous metals aren't required for any modern security-screening metal detectors: these materials are still highly electrically conductive, and therefore easily-detectable eddy currents are still inducible.