Dyl,
Hornady round balls for cap and ball revolvers are pure lead. Get some a little oversize then roll a flat plate over them until their about two or three thousandths over expected groove diameter or chamber throat diameter, then oil with light oil and slug.
If you want to buy slugging supplies, you can just buy them. Beartooth Bullets sells
correct sinkers.
LBT has supplies. Meister Bullets has
kits. Nostalgia Enterprises (NECO) sells cast pure lead bullets (
scroll to bottom here).
LIMITATION: If you have a 'Smith or other gun with an odd number of lands and grooves, measuring the bore is much more trouble. You will need a V-block and depth micrometer and a couple of ground steel dowels for calibration, or else high resolution pin gages to get your across-lands diameter, then double the difference between that and your land-to groove mic measurements of a slug and add the result to the pin gage diameter to get groove diameter. You can still slug throats on one directly.
If you have a gun with an even number of grooves, an OD thimble Micrometer with 0.0001" resolution or more is recommended. Calipers often aren't up to the precision requirement. Take off measurements with small hole gages can sometimes be done, but it costs you resolution. Same with common bore gages. High precision gage pins can be used to learn your diameter across the lands, but you need them ground in small step, like two ten-thousandths. That makes for owning a lot of them for each caliber that interests you.