You will have to send a letter to every state and local prosecutor in who's jurisdiction you may be possesing such rounds to find out. The City Attorney, the County District Attorney, the State Attorney General and to ATF.
This question has come up infrequently here on the cannon board and as practice we say don't do it.
We say it first because we aren't attorneys we can't give you legal advice.
Second we don't encourge the firing of pyrotecnics from cannons. There are just to many safety factors to be considered. You may have the requisite skils and knowledge but we can't be sure everyone reading this does. We take enough chances just talking cannons
It is also to easy to slip over the edge on this and get in the destructive device catagory, so we don't recommend it.