Anyway, a fuze much like these. In fact, the fat one on the incomplete rusty relic (second from the right) is identical.

John's description was correct - a black powder fuze train filled those grooves.

First, take a spindle. Then, add the made-from-lead spiral, like this.

Lastly, then, wrap that in a thin lead sheet or wax-paper cover (needs to be waterproof) and put a calibrated cap on it, marked with burn times, so that the cannoneer can use his awl and punch a hole corresponding to the time of flight before detonating, whether for a shrapnel shell, high-explosive air burst, or illuminating round. The way it works is - you punch the hole, load the round, fire it, and the 'blow-by' hot gases when the round exits the muzzle ignite the fuze train. usually. Not always, especially if you are firing lower charges. Lastly, wrap it in a thin lead sheet to water proof the whole shebang until needed. Yes, this would be an *added* lead sheath - like this.

Or, you could remove the powder, take off the cap and powder train, invert them, stack 'em on the spindle, put a screw through it to hold 'em in place, and you could make a souvenir of service trench art ashtray out of it.

Like the one that sits on the Militaria Bar of Argghhh!...