Out of curiosity - Is that legal in the UK? At my end of the channel a certificate can be (and in several cases I know of was) revoked for leaving munitions unattended. It has to be kept in a safe, or has to be in the shooters personal possession. If in a bag prior / after shooting where the shooter can see the bag: Okay. In a locker in your gun club? Okay. In the boot of your car, while car is in the parking lot? Not okay. Wife finds a 12 G or even a 22 cartridge in your shooting jacket, places it on top of your safe and you happen to get a FEO visit? Trouble.
As for the OP, I assume the "confetti" are pieces of fibre wad. I wouldn't be worried as long as the wad is in one piece before pushing out all the shot. If you think it's already in tatters before that point I'd wonder about the effect, but still not worried if you are breaking the clays in the way you should.