Will
Let me answer a couple of your questions.
First, you want a soft cast bullet, not the hard cast used for pistols. You cna get them from Buffalo Arms, and you can get almost anything else I suggest there as well. The soft cast bullet will swage down or bump up to fill the rifling, preventing gas blow-by and thus preventing leading and increasing accuracy. The 405 bullet requires a hard crimp to encourage powder burn, the 500 gr. does not as it is heavy enough for inertia to do the trick.
Second, you can probably get by without resizing the brass that you use for BP. Bullets are typically hand seated and crimped. Thus you need to de-cap your cases, clean them, cap them, flare the mouth, and crimp them as far as dealing with the brass is concerned.
Goex is fine, many good shooters use it. It must be compressed, and this is the big difference between black and smokeless reloading. You can get a compression die from Buffalo Arms, I turned a hardwood plug and mounted it in my drill press to do the same thing. The powder will fill, or mostly fill the case. You can simply dip fill the case, place a wad, compress, and seat the bullet, but most use weighed or measured amounts of powder dropped through a drop tube. This is simply a small tube that will fit into the case mouth, about 24"-30+" long, with a powder funnel taped to the other end, usually mounted on a bracket so you don't have to hold it, too. Arrow shafts are frequently used. The use of the drop tube compresses the powder some, so you can get more in the case.
Figure how much space you need for the bullet and wad, and this is how far from the mouth of the case the powder is compressed. This figure is usually around .25-.30" from the top of the powder, maybe as much as .40 from the top of the case. Goex especially seems to do better compressed, I've read that Swiss does better uncompressed.
Once you have your powder compressed, seat your bullet down on the wad. If the bullet is to high, you need more compression. If it is to low, you need less. THERE SHOULD NEVER BE ANY AIR SPACE IN A BP CARTRIDGE!
Yes, you will need a wad. It increases the pressure curve, it protects the base of the bullet from the flame front, and it does help to seal the bore. Either plastic, from coffee can lids, or veggie fiber wads from Buffalo Arms are your typical choices. Some use heavy waxed paper, from milk containers. You will want to get a wad punch, either the press mounted (quiet and fast?) or the hammer struck style, which I use.
Now you have your powder measured and dropped, your wad seated, and your powder and wad compressed. You press in the bullet, and with a once fired, non-sized case, all you need to do is have flared the mouth slightly to seat the bullet with your fingers. Then you slide this into your bullet crimper and crimp lightly with the 500 gr. bullet, just enough to keep it in the case, and with the 405 a roll crimp to hold it in place for a microsecond after firing.
Congratulations, you have loaded a round.