The only thing I've tried is the cast bullets from mastercastbullets.com (they look just like the Lee mold you're talking about) and Silver Bear hollow point Russian ammo. Both work great.
I'm loading over 3.3 grains of Red Dot, which is pretty mild, to fireform the cases. When I get a nice pile of 'em, I'll try something stronger using Bullseye, Unique, or 231.