No. Because you are right, a bullet doesn't shoot out like a bullet without a chamber and barrel. I mean if the chamber isn't locked and secured or head spaced correctly, you get case separation before the bullet blows. Below are some pictures. Without the stabilization of a chamber, the best you get an expanded in all directions case with the bullet blowing like a bottle top in some random direction at nowhere near the velocity it would take to be fatal or cause significant trauma to a thigh.
Here is what I think. The guy was messing with an illegal gun, or made a zip gun and hurt himself. Now, he is creating some weird story. Now with that said, he mentioned a vice, and you can make a deadly projectile with that. Where you secure a rifle bullet in a vice and hit the primer with a pin. But this assumes the pressure is high enough to launch the bullet before it excessive bulging in unsecured points or a primer blowing out the back.
"In the world I see you are stalking elk through the damp canyon forests around the ruins of Rockefeller Center. You'll wear leather clothes that will last you the rest of your life. You'll climb the wrist-thick kudzu vines that wrap the Sears Towers. And when you look down, you'll see tiny figures pounding corn, laying stripes of venison on the empty car pool lane of some abandoned superhighway." T Durden