Usually a "zing" is ONLY heard when it's a ricochet. My best friends dad was target shooting with a .22 at about 25 yards at a steel disc. He fired, hit, and felt a burn in his leg...he'd just shot himself. Relatively low velocity, light weight, lead bullets take some very strange trajectories when they hit things...

If you believe the neighbors are being reasonably careful, I would not approach them in an angry fashion, but insist whatever their backstop is, it's NOT stopping the bullets.