You need a good forge, experience using the forge and the knowledge that comes with melting metals.
You would have more success taking the route of a using a lathe on some brass bar stock and turning bullets out of it.
It is possible to copper plate cast lead bullets. There might be some other way of doing it, but be warned that the method I know of doing it includes the use of a solvent such as acetone, sulfuric acid, and a bath of vinegar and cooper sulphate to run a very low voltage through. The idea is to electroplate lead with copper.
Don't attempt this if you do not know enough about safely working with volatile solvents, strong acids, or electricity. All the reactions are pretty slow, but there are just some people that should be discouraged from playing with battery acid.
Last edited by alex0535; February 19, 2013 at 01:24 PM.