As far as I know modern conquered ammo can only cause a problem in one case.
You fire it out of a gun rapid fire and some of it melt.
Then you fire some old brass milsurp with brittle brass. The brass expands onto the lacquered area and sticks. When the extractor pulls on the old brittle brass it rips it up instead of extracting the case.
The brittle brass can be fired anytime after the lacquer coated, not necessarily while it is still hot.
I have not experienced this, but I read an online report from someone who had done a reasonably scientific study of the problem and only had the problem under this circumstance and was able to repeat the results reliably.