This normally occurs when the pellet hits the side of the target. Tap the side of a target sometime and you'll see how hard it is. That is a requirement, otherwise the arm of the trap machine would break every bird.
I've been hit at least a half dozen separate times over my shooting life, by #9 soft shot that flattened itself against the side of a target and turned into a sharpened shard. It can clearly penetrate the skin. One of those pieces had to be cut out of my forehead.
I've always worn eye protection. Now I make sure that I've also got a hat on!
