That will be why whenever they want to make better bullets/shells they make them smaller - not
Smaller objects carry less kinetic energy than larger ones. If you cut a large object into quarters and throw them all at once, they will start (in total) with the same kinetic energy as they would have when they were still one object, but the increased surface area introduced by all the cuts will cause more drag so they will slow down more quickly (assuming we're talking in air here).
Thus they will arrive at the target slower, and all other things being equal, they will cause less damage. The more you cut them up, the more pronounced this effect will be.
In a vacuum you can make a hole in glass with a tiny piece of grit, provided you have a way of accelerating the grit to a high enough speed. In air, I think it would be practically impossible at any distance other than point blank, and even then you would need to use compressed air to accelerate and carry the particles at the required speed (like a sand blasting machine).
In short, if you have a spark plug and a window to break, throw one against the other
Cheers,
Robin