I've wondered about that too...if they are a true .400, they would be bore size, meaning they'd fit in the lands but not having any oversize "engraving" bands for the rifling to cut into and get a rifling grip on them, not sure if they'd pick up much rotation to get stabilized.
And being bore size, seems like it would be tough if not impossible to get a patch around them so there would be something to grab the grooves...but something along the lines of .380-.390 might work with a good patch...the only .380's I've seen have been jacketed bullets for the little .380 auto...maybe there are lead bullets for a .380 auto?