now that I really take a close look at it, I truly believe it is fake. The bullets have the "lips" on the side and some hang over the other, but there are a couple pieces that are in the opposite direction which makes me thing they just found two bullets and stuck them together in a way that looks like they collided.
also look at the spot where they mate. The two bullets don't look like they flattened out together, more they look like they were flattened by a hard surface and then placed together.

I am sure it is possible, especially with the amount of bullets fired and the sheer number of soldiers standing in a line shooting at another line of soldiers. bullets were sure to at least have a good chance of meeting one another. then finding the bullet would be a whole other story.

But, if the white sox pitcher can throw a perfect game, I guess some bullets meeting in mid air is possible as well.