Karin Peirce of Maine found this image (above) of a vintage gunpowder pincushion, and was inspired to make the one below. Nice job! She didn't say if she filled hers with with gunpowder. And like Karin says, you could always throw it into the fireplace if necessary!
I did a quick Google search for a connection between gunpowder and pincushions and didn't find anything.
Some vintage pincushions were filled with crushed walnut shells, straw, sand, rice, human hair or horsehair. Most of the vintage pinucshion ads on eBay don't say what's inside.
Karin also sent this photo of two pincushions from Russia. Thanks, Karin!