This paper describes the use of Mathematics Action Research Projects (ARPs) as a capstone experience in lieu of a Master's Thesis in a Master's program for in-service secondary teachers. The ARPs include two primary components: (i) each teacher participant conducts mathematical research that is new to them on a topic that is connected in some way to the material they teach in one of their classes; and (ii) each teacher participant also creates an in-class innovation related to the mathematical research they have been doing, and implements it in their own classroom. Ten teacher participants have completed such ARPs with the author over the last 3 years. In completing their ARPs, teacher participants not only learn how to conduct mathematical inquiry themselves, but also most often choose to implement some kind of inquiry-based classroom innovation that allows them to share some of this experience with their own students. This course structure has had the effect of encouraging teachers to decide to try more inquiry-based teaching methods, and at the same time, has given them the knowledge and tools to be successful in doing so.