Lunar Rover

[k0ua]

If you had a room with a vaccume and released an air filled balloon, would it propel itself?

Absolutely. But you didn't say the room had no gravitational forces. So this room would not be an analogue for deep space. The balloon would fly about the room and fall to the floor. But it would not fly like it does in an air filled room as the lifting surface of the balloon would not come into play here as it does in an air filled room.

Also if you blew up the balloon in air pressure and then put it into the vacuum chamber it may burst as the air pressure inside the balloon would inflate it further in the vacuum.

 

[/pine]

In this clip from 'The Martian' at about the .30 mark the protagonist punctures the glove in his space suit and uses the pressurized suit like a thruster rocket to propel himself close enough to be rescued...(FWIW the writer is very keen on keeping all the science in his stories authentic)

The Martian (215): Mark Rescue Final Scene - YouTube

 

[Industrial Toys]

I can see if you eject mass, there is an opposite reaction. But thrust isn't mass. At lease not very much except in the medium comprising that thrust.

 

[k0ua]

If you removed the shot and wad most of the powder won’t burn and the primer isn’t strong enough for you to feel anything. If you left the wad most of the powder still won’t burn.

And for darn sure it wont activate any automatic action of any kind or cock any internal hammers. and will leave a mess of unburned propellant particles to clean up.