Yogi, pure lead roundballs perform better than wheel weights in muzzleloaders. And there will not be a penetration problem as pure lead projectiles despite being a little softer, retain their weight better than wheel weight lead too. They might change shape a bit bending but not breaking. The alloys seem to fracture more. Harder alloys help a bit if you are trying to put them through a faster twist barrel so the bullet doesn't strip in the rifling but we are talking smoothbore here.