Well, it is against the law to melt US coins, in the US.
If you take them to Mexico it shouldn't be a problem selling them for scrap copper.
With enough, maybe it pays for the trip.
Otherwise, I'd just hold them.
They are too heavy to be worth stealing, and those currently making the rules won't always be there.
I melt wax in on mine to keep the cigarette smokers out of them.
That definitely makes them too heavy, and too much work, to steal.
A trip to Mexico would be easy peasy for me as I can see Tijuana from my house, hadn't considered that...
But... I think I will keep them until the penny becomes obsolete. I have read articles about how getting rid of the penny would save the US Billions.
I hope we get a penny cutting president soon. I bet we have lots of penny pinching money leaks that would make our country more wealthy.