Dear evil engineer: Could I arm my snipers with ice bullets?

Dear Evil Engineer I manage a fast-growing agency which provides innovative sniping solutions to clients across a range of sectors. I like to work closely with mercenary snipers to ensure that they have access to the best tools and training available. Recently, I have been considering alternatives to conventional lead bullets. I'm fascinated by the idea of ice bullets which melt after use, leaving no trace behind them. Is such a thing possible?