In the interests of being thorough... What the earlier replies said is mostly right.
Most people who use cast bullets use some sort of lubrisizer that'll put lube into the groves. Some folks don't size bullets from some moulds or for certain applications or else use sizing setups that don't inject lube (like the Lee setup that sizes on a reloading press, for example), which leaves 'em pan or tumble lubing. Pan lubing will still end up filling the grooves, but there are some tumble lubes on the market (like Lee liquid Alox) that put an overall coating on the whole thing. Most of the tumble lubes leave a coating that looks kind of like varnish and can be scraped off, just in case you were wondering.
