I did something similiar to this years ago. Took a Lyman .38 cal hollow point 200gr mold and screwed into the hollow point a hardened screw of the appropriate size and there it was. The accuracy was fair but I never really did complete tests on either accuracy or penetration. I would imagine that you could do the same. One more thought on actually trying to cast a nail into the bullet. The nail would have to be preheated to the same temperture as the molten lead or there would be cavities at random throughout the bullet.