I've enjoyed muzzle loaders off and on since I got my first one, a CVA 1851 Navy kit, from Target, when I was 18. That was a long time ago. They're fun and make understanding the mechanics easy, as well as teaching you about metal and wood finishing.
Re converting to cartridges, you can make a gun for yourself (here in the USA), so long as what you make is not a National Firearms Act (NFA) restricted gun (so no full auto, no rifle barrels shorter than 16" and no shotgun barrels shorter than 18".) The NFA doesn't restrict capacity, just the above. What you can't do is make a gun and sell it...or at least not repeatedly, as that requires an FFL for manufacture. But personal use is OK. This is why folks make their own ARs and Glocks using 80% receivers.
edit - I'm confident in the above but I'm not a lawyer, and my only FFL is a C&R.
Last edited by CJF; 04/09/20 07:37 PM.