One could use many natural things as a projectile, but I will limit my answer to two items and the lethal possibilities would depend on how close you are to the victim. This is such an expansive question, I hope others will have better ideas.
My first possible source would be rock salt or halite.
Depends on the distance. The bullet would, without a doubt, fragment into pieces and dust before it got out of the barrel. The cloud of expanding gas from the explosion would carry these along at high speeds, but that would quickly dissipate, and the pieces would rapidly lose speed due to air resistance.
At point blank, it would be very dangerous, possibly lethal, but even a blank at very close range is dangerous, since you've essentially got a small explosion being directed at you.
At long distances, it would do nothing. The salt would lose all it's speed to the air, and even if some chunks reached you, they'd have little velocity left.
The question is whether there's an intermediate distance where the explosion itself wouldn't hurt you, but where the salt would still pierce your skin and cause you pain. I suspect there is, but it would be a pretty limited range. One would have to experiment, but I'm guessing that once you were about ten yards away, it wouldn't be much more than a noisemaker. –
What would be the effect of being shot with rock salt bullets from a Desert Eagle gun?
If you are more interested in keeping small varmints away this is possibility. In any case rock salt in a wound would sting something awful.
Lessons learned:
At 20 yards, you might scare a dog or some other animal, but you sure wouldn’t break the skin.
At 10 yards, you might break the skin with a couple of grains, but nothing very serious.
At 12 feet, you might get the desired effect, if the desired effect is to “burn” the target with the rock salt.
At 4 feet, you might cause a wound requiring a visit to a hospital for a human, or maybe death to a small animal.
Movie plots that show someone “burning” a bad guy at across-the-yard distances are hogwash.
Rock salt makes a pitiful personal defense load, as if we didn’t already know that. - The Box O’ Truth #33 – Rock Salt in a Shotgun
My second idea is the use of course sand and a wax mixture (beeswax is a natural product).
Many people have asked to see what a sand slug can do. First, it is very light, so that equates to a very reduced amount of energy but lower recoil. Think about a home defense application suitable for a weaker or elderly shooter. I did NOT expect good performance from this round, but it did well. It is also a frangible round and disintegrates on impact after transferring nearly all its energy into the target. The sand reinforces the wax, but doesn't add much heft to it. Those who have wanted to see an all-wax round, this is as close as we've gotten so far.
Warning! Shooting homemade loads can be dangerous. A loose slug can slide down the barrel, and this alone can cause a barrel obstruction resulting in a very bad day. There have been actual cases of guns exploding, videos posted, pictures posted on forums, etc. So it is recommended you do not try this stuff yourself. Just because we have been lucky, doesn't mean you will. – SAND and WAX Shotgun Slugs? We test them!
You can see their video here.