So do you need special primers in your ammo for this?

Nope! Just steel wool, 9v and any powder you can find. I think it is very possible to replace the powder with crunched up match heads too making this completely apocalypse proof. Tolerances on the bullet don't need to be great so you could cast them yourself with solder/lead

have you considered using SMD resistors as primers?

Do those spark/blow up when overloaded? I've used them but never overloaded them. So far the approach I've been going with is only stuff I can find at home depot