One of my favorite cartridges to play with. Some years ago, I picked up a WW2 Webley Mk.IV chambered for the .38-200. Brass came from Starline and from one box of Remingtons that I purchased immediately after I received the pistol.
I have tried any number of bullets at .358", some of them shoot quite well given that they are undersized.
The best accuracy, as you might expect, comes with proper bullets at .362.
NEI Handtools makes and sells a mold (#176A) for a 200 grain bullet with the same profile as that designated by the British L.O.C.
Also worth looking at are the very fine brass moulds made by C.B.E. that will drop bullets at .362 - they are available in a variety of sizes - I have the one for 140 grain bullets. Unfortunately, the only place that I have found that sells that C.B.E. moulds is The Ammo Dump in New Zealand. (http://www.theammodump.com/
A nice bullet for this cartridge and close to the right diameter is Lyman's 358430 which is a LRN at 195 grains.
.38 Short Colt - just picked up one of those oldies. Waiting now on the heeled bullets for it. As it turns out, .38 S&W brass will work just fine.