If you're really cheap, (like me) you can buy an arch punch and cut your own wads out of felt. If the felt is too thin, layer it up w/double stick tape. I've also used celotex ceiling tiles as wad material on larger guages.
By doing that and avoiding a shot cup, I can get 3/4 oz. loads in a 3" .410 shell. Velocity isn't as high, but neither will the pressure be. Sure beats paying 10 bucks a box.