For an example of self-propelled rounds, see the Gyrojet [0] which fired 'microjet' mini rocket propelled bullets. It turns out that militaries have been thinbking about this stuff for a long time, and spendinga lot of money trying to solve these problems. So, most ideas you think of will already have been lookedn at, tested, and devloped iff they actually work, otherwise abandoned - sometimes pending future technological progress and advancements, admittedly...