JeepHammer
SHOOTER
14 Ga sheet, drill pilot to metal, use a pointed punch on steel, then drive your nail.
If you want to resist 'Peeling' layer by layer, or removal by decompression force (Tornado), use ring shank nails or screws.
Common smooth nails can work out from violent vibration, get pulled by decompression, etc.
Ring shanks fight back, screws you have to pull the head through.
Takes a heavier duty drive tool for longer screws, and longer screws cost slightly more, but the added resistance to destruction is well worth the longer, more aggressive screws in my opinion.
I don't nail much together for two reasons, one is screws let you remove and change things around, or move your project entirely,
The second long screws are so much more secure... You will kick/pry your guts out trying to remove a long screw when it's a piece of cake to pry a slick nail out.
Ballistic protection isn't just about bullets.
I know it's a small picture, but that's a piece of 3/4" plywood driven through a palm tree from a tornado created by Hurricane Andrew.
I'd call that ballistics...
The brick home 1/2 block away had a bunch of debris laying on the ground, not one hole in the bricks, roof gone, but no holes in the bricks.
I saw a 2x4 driven all the way through a refrigerator. So much for sheet metal...
This is where I got VERY interested in building safe rooms...
Andrew didn't hit us directly, Andrew spun off 700 tornados.
Common, older 'Red' brick is '4 Square', meaning you can lay two down side by side, then lay to across the first two and it's square.
Being able to change direction of the brick 'Laces' it together for strength.
2 bricks thick is as close to 'Fire Proof' as you can get with common materials.
Sheet steel on the outside for support/deflection of heat, protection for the brick,
Steel wall studs won't burn & transfer fire inside your safe room, fire resistant drywall in the inside to protect bricks & give a finished appearance.
Stacked, laced bricks can shift and absorb energy without collapsing/failing for ballistic protection.
As for security from 'Bad Guys', nothing stops a saw or sledgehammer faster than ceramic bricks.
One layer mostly straight stacked keeps falling down & filling hole as broken bricks fall out, inside laced layer stays in place.
Even thin metal makes for slow going trying to 'Peel' since if a saw penetrates even slightly past the sheet metal, the ceramic immedately destroys the saw blade.
Ballistic protection, The shifting keeps even repeated impacts from making bricks fail.
The only building adjustment you need to make is wall stud spacing, the spacing needs to fit your brick stack (unless you just really like cutting bricks).
Keep in mind here that even small carriage bolts (1/4") from outside to inside, all the way trough, prevents peeling off outside layers to get to the brick, and adds support even where there isn't a wall stud.
(Much like bolts through concrete forms keeps the forms from separating under tremendous, shifting load while concrete is being vibrated into place)
The one COMMON thing that survives fires, tornados, etc is brick.
Bricks with (weight lightening) holes in them can have simple, common rebar dropped into those holes.
An inch thick rebar will stop a lot of bad trying to get in...
If you want to resist 'Peeling' layer by layer, or removal by decompression force (Tornado), use ring shank nails or screws.
Common smooth nails can work out from violent vibration, get pulled by decompression, etc.
Ring shanks fight back, screws you have to pull the head through.
Takes a heavier duty drive tool for longer screws, and longer screws cost slightly more, but the added resistance to destruction is well worth the longer, more aggressive screws in my opinion.
I don't nail much together for two reasons, one is screws let you remove and change things around, or move your project entirely,
The second long screws are so much more secure... You will kick/pry your guts out trying to remove a long screw when it's a piece of cake to pry a slick nail out.
Ballistic protection isn't just about bullets.
I know it's a small picture, but that's a piece of 3/4" plywood driven through a palm tree from a tornado created by Hurricane Andrew.
I'd call that ballistics...
The brick home 1/2 block away had a bunch of debris laying on the ground, not one hole in the bricks, roof gone, but no holes in the bricks.
I saw a 2x4 driven all the way through a refrigerator. So much for sheet metal...
This is where I got VERY interested in building safe rooms...
Andrew didn't hit us directly, Andrew spun off 700 tornados.
Common, older 'Red' brick is '4 Square', meaning you can lay two down side by side, then lay to across the first two and it's square.
Being able to change direction of the brick 'Laces' it together for strength.
2 bricks thick is as close to 'Fire Proof' as you can get with common materials.
Sheet steel on the outside for support/deflection of heat, protection for the brick,
Steel wall studs won't burn & transfer fire inside your safe room, fire resistant drywall in the inside to protect bricks & give a finished appearance.
Stacked, laced bricks can shift and absorb energy without collapsing/failing for ballistic protection.
As for security from 'Bad Guys', nothing stops a saw or sledgehammer faster than ceramic bricks.
One layer mostly straight stacked keeps falling down & filling hole as broken bricks fall out, inside laced layer stays in place.
Even thin metal makes for slow going trying to 'Peel' since if a saw penetrates even slightly past the sheet metal, the ceramic immedately destroys the saw blade.
Ballistic protection, The shifting keeps even repeated impacts from making bricks fail.
The only building adjustment you need to make is wall stud spacing, the spacing needs to fit your brick stack (unless you just really like cutting bricks).
Keep in mind here that even small carriage bolts (1/4") from outside to inside, all the way trough, prevents peeling off outside layers to get to the brick, and adds support even where there isn't a wall stud.
(Much like bolts through concrete forms keeps the forms from separating under tremendous, shifting load while concrete is being vibrated into place)
The one COMMON thing that survives fires, tornados, etc is brick.
Bricks with (weight lightening) holes in them can have simple, common rebar dropped into those holes.
An inch thick rebar will stop a lot of bad trying to get in...
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the safe room/bunker you're describing is more practical as a tornado shelter. 
