Just out of curiosity, could those explode? Or do they need to be moving at a fast enough velocity?
The primary propellent requires a primer in the base of the shell to be struck, by a firing pin. That's unlikely to occur during masturbation, so the shells probably won't fire.
As for the payload, most tank munitions detonate shortly after striking a hard surface. A vaginal canal is unlikely to contain such surfaces, which makes detonation unlikely.
However, it's still probably best to avoid doing this at home.