A couple of friends and I cast and have powder coated thousands of bullets (mostly for 9mm, but I use some in .38/.357). I use the same cast bullets for 9mm and .38, and just size them appropriately.
I handloaded 14,000 year before last.
My experience is...it depends.
We've had some we did not cook (cure) properly and they left a dusty residue in the dies of my old Dillon 550. It didn't effect the rounds in any way, they were just messy. We perfected the time and temperature of curing them, and have driven 130 gr 9mm rounds up to 1350 fps to test them (using HS-6 powder).
There were/are no issues with semiauto function, no leading or residue in the barrels, and markedly less smoke, even with Tite group powder.
I used those dusty rounds for my.38 loading and other than being a bit messy, I've experienced no issues of concern.
I do have to copper bore brush my seating dies from time to time using the dusty bullets, but have no problem at all with properly cured bullets.
Just my ever devaluing $0.02 worth
