You're right about the differences, I've experienced the same thing in loading .32 Smokeless Rimless. Euro ".32" bullets are usually .308 or .309, and the typical US ".32" bullet is usually .311 or .312 and sized based on revolver bores.

The Hornady 60 grain XTP - discontinued sadly - was .310 and worked in Euro cases. I used to load that in Euro cases no problem. The Hornady 85 grain XTP is .312 and that bulged Euro cases, although I never had a problem with accuracy or functionality in the Colt 1903. I recently have went with the Hornady 90 grain XTP which is .309 and that reloads and fires slick as a goose in the Colt.

I would not use any of the "heavy" bullet loads in any alloy frame .32 Auto, locked-breech or blowback.

I've loaded plenty of Meister 78 grain .312 RNL bullets at standard pressure for practice in Euro cases with narry a problem in either the Colt or the Kel-Tec. On the other hand, the Rimrock 75 grain FPL (used in the Buffalo Bore loads) is bad news in my experience as it will rimlock on occasion due to the short OAL required by the fat ogive on that bullet. If that 75 FPL bullet is loaded longer to avoid rimlock, the chambered round engages the rifling, and also an extracted loaded round will not clear the ejection port.

My reloading process for all of the above is the same as any other cartridge with no special extra steps needed. I do seat and crimp in separate steps but that is normal with the Dillon press. I also use the Lee Factory Crimp die for the crimping operation, as it conforms the loaded round to factory case dimensions in case of bulging.

Finally... I use a .32 ACP case checking die to verify the spec on samples of the loaded practice rounds, and 100% inspection on defensive ammo. It's a good idea on any autopistol ammo.