As M&P said, make sure your sizing die is set correctly, then run a case through that die only. If you can insert the bullet in the sized case by hand, even with a lot of pressure, your sizing die is not sizing small enough. If it is a new set of dies I would call Lee and they would probably replace your sizing die.
I have two sets of Lee 38 Super dies and one set of RCBS and none of them will size my cases small enough to retain a FMJ, .355 bullet.
This seems reasonable to me.
Your deprimer/sizer die should be sizing your brass back to the correct outside factory dimensions. You should not be able to push a bullet into the case mouth after that step.
Your next die should bell the case mouth so that you can start the bullet.
As was said above, you want just enough mouth belling to enable you to seat bullets. Too much may weaken your brass and also it may result in not getting a good enough crimp when you seat.
It can be tricky to get the combo seating/crimping die to work, which is why lots of people recommend separate dies for seating and crimping.