I, too, have been tempted by the "dark side" (casting lead bullets).
So far, I have only gone as far as buying plated bullets for pistol plinking. These are a lot cheaper than quality jacketed bullets, and generally don't have any of the lead issues you described.
I did buy some Oregon Tru-Shots for .44 Magnum, but these are a hard cast bullet with a gas check. As such, they aren't any cheaper than a jacketed bullet. Just a different design, for a different purpose.
There are a lot of fans of lead bullets. As a circular argument, why would there be so many if shooting lead caused all that much trouble?
So my two cents isn't related directly to lead bullets, as I quit shooting .45 ACP lead maybe 25 years ago. As such, I have essentially no experience with lead. I'm just suggesting you might look at plated bullets as a compromise.
.30-06 Springfield: 100 yrs + and still going strong