It's sometimes hard to get good neck tension using plated bullets. If you crimp too much, then the thin copper plating will return shape, while the soft lead core remains deformed.
I haven't used the Hornady die, but the Lee Factory Crimp die seems to do well with plated bullets, at least for me. I usually adjust the crimp little by little until I get none or very, very little setback. It's a pretty inexpensive die, might be worth trying.