Yep. They are made from pyrodex to be exact. Alot nicer than the jelly, plastic stuff. You can get then pretty cheap and in all shapes and sizes on ebay.
I bought my old lady one as a stocking stuffer for x-mas last year. She loves that thing! It's her favorite toy by far. The one we got was made by e-glass and it is kind of like 5 "balls" stacked on top of eachother. She gets crazy when we pull that out of the sex drawer.