merkelerk - yes, no air space with Pyrodex per Hodgdon below. First of all, never having used the 30gr Pyrodex Pellets in a 45 Colt and not knowing the width of the pellet, have you measured to see how deep the bullet is seated in the case? And does it touch the pellet? If it touches the base of the seated bullet, then no need for a wad. If it doesn't use a wad to take up the void air space.
In straight walled cases, filler wads may be used to reduce the powder charge. This is done by inserting card or Polyethylene wads between the base of the bullet and the powder. Wads should be sized to the internal diameter of the cartridge case. The loader must be careful to insure that there are no void spaces in the assembled cartridge. NEVER use any other type of filler material. Be careful as loads are reduced. At some point, the bullet will fail to exit the bore.