I used to shoot dragon fly's as a kid too. As an adult, I found out their main diet is mosquitos, so I focus on the carpenter bees boring into the soffits of the house.
I shot 150 rounds of 22 into the air, they fell back to earth I know not where! Pretty darn irresponsible unless you KNOW the area behind where you are shooting is clear of anyone for at least a full mile and a half or more in a pretty good sized arch due to ricochets.