Wrap a plastic bread bag wrapper 2X around a slightly smaller than bullet diameter dowel, rod or tube. Twist one end tight, hold with tweezers and melt end. Fill measure will #8-9 shot and pour into wrapper. Melt other end and trim. You may want to use a cardboard wad or two over powder. File edge of case sharp for a wad punch. I get a half an ounce of 8 shot over 16 grains ffg in my Ruger old army. This seems to work the best for me and I have tried all sorts of shot wraps.
For what it's worth, I find that #12 shot works much better for snakes than the larger #8 or 9 shot in the loads I make using the Speer shot capsules fro .38/.357, .44 and .45 Colt. Mike Venturino also uses #12 shot in .44s and .45s - he wrote an article on that for Handloader Magazine.
He does something similar to above, but uses plastic milk or water jugs for wads, cutting them out with a sharpened case, putting one above the powder and below the shot, and the other on top of the shot. He just scoops the case full of shot and then places the top wad and crimps over it.
But I still don't know of anyone making them commercially. Having .38, .357, .44 and .45 revolvers, I just have never felt the urge to make .41 shotshells when I can buy the shot capsules much easier.