Strange ammo issue

First off, let me say I'm still a newcomer to shooting so this may actually be something that's relatively common but it's new to someone like me so that's why I'm asking.

I took my new M&P40 to the range today to try her out but started out by practicing with the carry gun it's going to be replacing, my XDm-40. I was using 180 gr. Blazer FMJ ammo that I'd used plenty of times before but I noticed something strange this time - after examining the close-range targets I was noticing little pieces of metal shrapnel embedded in the target (there wasn't a lot but enough for me to notice). I shot about 130 rounds before stopping out of concern for my guns. The bullets were making well-defined round holes as always and the spent casings seemed all intact. The only explanation I could come up with was that the copper jackets on some of the bullets were breaking up and shedding pieces when fired.

I showed some of the pieces to one of the range's employees that knows me and he thought that was probably the correct assessment. I was worried the fragments might damage the rifling of my barrels so I stopped my practice short but he assured me it shouldn't be an issue.

After getting my guns home and cleaning the barrels the rifling did look pristine so I felt better.

What I want to know is whether this is an unusual problem and is it true there should be no danger to my guns by continuing to use the ammo?