there is a type of ammo you can use them for later. Its not very good, but if you just want ammo to level your skill on dwarves...

given how easy it is to make better ammo than that with equally spammy stuff, coalify them is still the better option. What you got against free coal -- I havent needed a kiln in years... :)

kidding aside I support making more stuff with the bone. I would prefer some sort of structure, but food or ammo works too.