To help sort out the various kinds of ammo, I made the following chart that compares the weight and number of balls per pound of different kinds of ammo. It shows for example that for .40 cal lead, the closest steel ball is 7/16", and the closest clay ball is 18mm (depending on the density of clay, which varies widely).
The numbers for hex nuts (and probably most of these kinds of ammo) are approximate - I'm not sure how standardized they are across all manufacturers. Densities are mostly taken from this source:
Edit: @Clever Moniker kindly gave me permission to copy the companion ammo energy chart here, for ease of reference.