As my "handle" indicates, I'm an active Conservation Officer and I'll attempt to answer your question. (I'm also a reloader)
First, as you noted Steel shot is magnetic and that is the first thing that will be checked.
Second; Bismuth is notable in that it has a gray, and heavily pitted surface and if a pellet is squeezed in a pair of pliers, the pellet will crumble or crack and break apart.
Third; Tungsten/Iron, is extreamly hard (like steel ball bearings) and will also be drawn by a magnet.
Forth; Tungsten/polymer-matrix is soft like lead, but has a semi-translucent appearence-such as a black pearl but would not be encountered unless you are cutting open factory loaded Kent shotshell which would be cost prohibitive. It too will be soft and crumble when pinched with a leatherman tool.
Fifth; (And what I would anticipate other than Bismuth) would be Heavi-shot, is that there are a lot of clummped -variable size shot and are like Tungsten/Iron, very hard.
In the case of suspected lead shot, we can use a field chemical test to determine if it is in fact lead, ditto for copper-plated lead, as the test materials have been around a long time for determining if an animal was shot with a firearm (lead and copper reactive reagents).
If the Officer does discover prohibited shot/ammo, In my jurisdiction, we submit it to the State Crime lab for forensic analysis. In which case, a mass spectrograph will reveal the exact chemical composition and perhaps even who (what company) manfactured the shot. (due to exact alloys and presence of trace elements)
As for screening shot/ammo, we also have a device called a "Hot-shot" -shotshell descriminator, that is a battery powered device much like one of the "field" alcohol testing units. A shot shell is inserted in an opening and a button switch depressed. The mass of the shot is determined and a series of lights illuminate indicating what material is present in the shell. It will also detect a "mix" of lead and other materials.
The only shot that I'm familiar with as being availabel in bulk is Steel, Bismuth, and Hevi-shot. Steel and hevi-shot probably won't give good results in the Muzzleloader. (I shoot front loading rifles too!- every shot is a "hand-load"!)
I'm impressed with your dedication with your use of the muzzleloader. For the first two shots, you really won't be too handicapped. I would from my personal experience recommend the Bismuth shot, as it will perform essentially like lead, and traditional wads and loads will work. The hevi-shot will work well, but will require special wads and different chokes as the shot is extreamly hard.
If you do get checked, be cooperative and have a good attitude. As long as you are otherwise legal, you will be treated well and with due respect!
Good luck!
Kill a few of the "Air Carp" for me too. (Giant resident Canada Geese)