Perhaps a smuggled in round, people are smuggling in cellphones a single cartridge aught to be even easier.

Or maybe:

From his prison wallet, of course.

A number of years ago I had to go to a state prison where an inmate had been attacked with a bundle of fireworks thrown into his cell. The source was apparently visitors figuring out a spot before the security checkpoint where they could huck a grocery bag over the wall and have it land somewhere prisoners could get to in the yard.

That particular security hole has been closed, but criminals are like velociraptors and are constantly testing fences for holes.