I got hit with a small, light piece of jacket at a steel shoot. Left cheek, below my eyeglasses. Stuck, and produced a tiny bit of bleed. But the vast majority splatter downward to the dirt in front of the steel target. Them's the hazzards. Eye protection and you should be good to go. But...their club, their rules.

I buy/reload with Rainier or Berry's copper plated pistol bullets, or even the South African stuff. Plated has served me well.