You can shoot them at bayou dragon, you just have to call ahead of time. If you google "bayou dragon" it is the first thing that pops up. It does get pretty smokey in there so you may want to go on an off time.
The Honey Island Swamp Range allows shot guns. Slugs on the rifle and pistol range, buck shot, shot, trap on the shotgun side of the rifle range. Bring your own targets