Same here - but in my case, I just know I'd somehow manage to get myself into hot water by doing something easy, obvious, and straightforward, but without the official sanctioning paperwork . . .
(And besides, none of the local ranges would take kindly to my touching off the type of flare gun innovations under discussion here . . . )
That's why I'm going through the trouble to DD it.
I have to shoot buckshot or solids out of it for my range to let me use it. I've got leads on friends with some land who have 4th of July parties where I could probably try some of the pyro, smoke, and the actual Czech flares, but not at my club... And a member on another board who belongs to a very small club where "do what you want so long as you don't make a mess" is possible too.
But this won't be a regular thing.
It'll cost me more than the launcher in the shells, but I'm still holding fast to my dream of making a bunch of loads full of #8 birdshot and trying at least one round of trap at my club with them.