We do have liquid suspensions that solidify when they get out of the bloodstream or our glands: platelets become blood clots, gunk is left over when tears dry etc. But those are not very dense.
For a claw or projectile to be made, it would be as dense as the liquid it came from if it kept the same volume. In other words, for the volume of a 9mm bullet (a little less than 0.18cm3), you'd spend that much fluid to make a bullet as dense as the fluid itself. For the record, human blood is marginally more dense than water.
Every time you double the amount of liquid for the dame volume (compressing the liquid), you double density
To achieve the density of human bone ([1.75g/cm3), you'd need to spend just a little more blood per bullet.
How effective would that be? Get a t-bone bone (I know it sounds silly, but I can't find another name for it), break it into bullet sized pieces and toss at a friend. For science. Now imagine a creature bleeding in order to do that. In the very least natural selection would penalize creatured who used this "weapon" to hunt, or to fend off predators. If you are willing to stretch the bow past the point where it breaks, such bone bullets could be used in sexual courtship, but that's it.