All to often, steel cased ammo has bimetallic bullets.
The bullets turn out to be lead-cored, but steel jacketed, with a very thin copper coating over the steel. So, the term bimetal refers only to the jacket and not the bullet as a whole.
That often causes sparking on certain backstops.
So, if a magnet isn't attracted to the bullet but only the case, you should be good to go.