Back then you’d just put a couple rounds in your ears. It works ok but isn’t as good as modern hearing protection.
The rounds? Why would it matter if they were or not? The only thing you really have to worry about is if the caliber will fit your ear canal. Very small or very large rounds won’t work.
I mean if they weren’t they’d be shoving lead in their ears. Google says jacketed bullets were invented in the late 1800s though so it was probably fine.