Arrowheads for target practice!
These will fit and will not break on anything as soft as a hay bale. If you decide to shoot rocks, you can get the broken plastic out by heating up the plastic and using a screwdriver to make a mold. When it cools down, you can unscrew them out.
Watch them in action here!
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I recommend 1.5 mm wall thickness for best results. It takes about 9 minutes at those settings.