First idea: fill your own paintball pellets with dust for dust shots or a teensy bit of gun powder for spark shots.
The Major Paintball Mine-Fill Smoke Simulation Powder. It is used in most mines to simulate the effect of smoke following mine detonation.
Second idea, set of non-launching fireworks or firecrackers remotely:
20' of regular slow burning cannon fuse. Burn rate = about 21 seconds per foot. $5.00
Pack comes with 10 connectors. lay fuses inside the grippers, fold it, and you have a solid connection. So all you have to do is light one use and you can have a whole line of things go off. $2.50 a pack.
We could use the fuse and connector with small fireworks, hide them under dirt, and watch them go off as if it were a rain of gunshots hitting the floor.
We could fuse some firecrackers together for some safer sparking action:
$0.25 for a pack of 12
jumping jacks, strip of 100. 6 long strips of jumping jacks. $6.00
Another thought is to add elements in the set that show damage to things, like smoke:
I'm going to have to test these thoughts out before we get to set. And I'll certainly be posting the video here once I do :-)