Only the wartime rounds are made from depleted uranium.
The training rounds used in the UK were a mild steel cylinder with a dinky witches hat shaped aluminium cap over one end to make them somewhat aerodynamic - A very crude looking device compared to say an ADEN round.
I am sure archaeologists in the future will be puzzled why there are many thousands of 30mm (and the odd 27 and 20mm) diameter steel objects grouped around a few coastal locations in Lincolnshire.