As far as horse shoes, the pack mules in the mines back in the day were shod with shoes made from copper or brass, so that they wouldnt spark. It doesnt wear as well as steel, and the bar stock costs a little more, but it forges a little easier, and doesnt spark. Oh, and the Mongols were one of the first to recognize the need for hoof protection, and used woven sandals for their horses feet, so they werent totally bare footed.
I havent seen it in person, but I can believe a steel bullet could spark enough to start a fire, though it seems the conditions would have to be very dry.