Making shotgun blanks is relatively easy. You can use any 12 gauge case (I like to pick up those Winchester "dove and quail" polyformed cases, as they are not good for much else). Use a Winchester 209 primer and a charge of 32.0 grains Hi-Skor 700-X. Then simply stack cardboard wads (available from BP or Precision reloading) until you have enough for a crimp...usually takes 9 tot 12 wads, depending on the thickness of the wad. That's all there is to it!. Some folks say just load a regular plastic wad and crimp without shot.....problem with that is that the powder doesn't burn and you get gunk in your action. Some guys say load up millet in place of shot.....problem with that is you are introducing a seed to an area in which it may do harm, and it is still firing a "projectile", albiet a light one. The cardboard shreds while coming out the bore, so it appears a shower of confetti.....looks like a birds feather's when hit, and the cardboard is biodegradable. They will work in any gun, but they don't have enough "ooomph" to cycle the action of a semiauto. As always, don't point these at anyone...they can still be lethal at close range. Good luck.
P.S. for 20 gauge, same rules apply, except reduce your powder charge to 21.0 grains of Hi-Skor 700-X.