In this video Destin of Smarter Every Day attempts to recreate an amazing artifact in the Smithsonian Museum of two bullets were found that directly it in midair and fused together. He gets some impressive results, and I think he would be completely successful if he adjusts the bullets and the powder. Civil War rifle Minie balls were over twice the weight of the bullets he was using, and the black powder of the time was far less potent than modern smokeless black powder. When Civil War bullets hit, it was two objects traveling a lot slower, but with a lot more mass. I expect that would stop them from shattering on impact.
