A dissenting opinion. I don't like wheel weights for round balls out of the cap and ball pistols. To load them efficenctly you must use and off gun loading device. I like the one Saml Colt invented for my 1860s.
Soft lead can be obtained by haunting salvage places. I stopped by one on the way home from a shoot and picked up 100# in a five gal bucket. 70¢/lb.