I went a few years ago. One of the resorts in Princeville offered clay shooting, but I can't find any info on it right now. You can also shoot wild pig and goats in the Waimea Canyon area. I was all for it, but The Boss had more sedate plans, so I trudged along to a flower plantation where she had a ball.
On another note (and island), Maui has clayshooting and upland hunting. A co-worker shot clays, turkey and pheasant there on his trip. Maybe me and the girl can make it out there next time (and I'll be in charge of the itinerary!).