I knew a Sicilian guy who told me that’s what he used to do in Sicily. He put three cuts around the base of the cartridge so the whole thing left the barrel keeping the shot pattern together to improve range. I think he used an un choked barrel though. Candle wax would be dangerous enough in a choked gun but a whole cartridge?Nope, also sounds bloody dangerous!
Haven't been shooting in a couple decades. From memory some of the guys used to semi ring-bark the plastic bit of the shotty shell in an attempt to get the whole slug to come out whole instead of individual pellets - I can't recall if it worked very well.