You have to have proper lubricant otherwise you will lead up the barrel. You will anyway but not anywhere near so bad. It is wrong really to call them lead bullets. Its lead alloy and the alloys needed for good results are high in tin and antimony and they are not easy to get hold of these days. People use to mix up brews of linotype metal, old .22 scrap and bar solder but its hard to get linotype now.
You also need a gas check to stop the base melting.
The prices some people talk about on here! Primers £3.50 a hundred? I buy rifle primers fron Bisley at £22 a thousand!