The greatest challenge appears to be finding the bullets you want or can make. I would certainly keep crimping issues in mind; particular .223/5.56mm loads that really need a crimp for running through autoloaders. It could turn out you'll need to load the rounds individually. If you have some type of U-Die for .45 ACP, that should help in getting adequate neck tension on the case without crimping, and just removing any flare from the expanding die.
I like what AndyC did, and since I'll be using one for my next .357 shot loads, I would think that hot glue would work pretty well if you want to melt the lead from JHPs and fill them with pellets and hot glue applied in layers as the pellets fill the copper jacket.
