It's just as well. A few years back, friend of mine with access to a material very much like teflon, made some slugs out of it.
They were all but useless. Even when you got them so tight you had to just CRAM your thumb into the hole, the slug was so slick you would lose it in the backswing if you weren't careful.
Unless you like a loose, extremely slick, thumb, I wouldn't recommend trying it.
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