Well, I would stick with one gun for the purposes of testing.
Since you've been reloading for a while, I don't think you'll find that it is that much different. If you have not already done so, get a loading manual with a decent amount of cast bullet data in it, like Lyman's 48th. There are a whole bunch of fast or medium burning-rate propellants that will work, and that you may already be using: Unique, Bullseye, Titegroup, Winchester 231, Accurate #5, and the like.
It will probably be easier to find softer swaged lead bullets from manufacturers like Speer and Hornday. I'm not a big fan of those painted lead bullets, as I like to call them, but they have their place in low-velocity loads. (Some indoor ranges don't like excessively smokey rounds caused by traditional bullet lubes, so I have some on hand to suit the situation.)
GBO sponsor Midsouth Shooter's Supply carries both the swaged lead and some hard cast made by Magnus. Cast Performance is the most common brand I see up in here in the Northeast, so chances are pretty good you'll be able to find them wherever you are. Laser-cast is another popular brand, but regardless of what you may read, their lead isn't any better than the next guy's.
My general advice is to pick a bullet style that is listed in your manual, and purchase a small amount (say, 100) of that type of bullet for testing. You'll have an easier time loading bevel-base cast bullets in rimless pistol cases, where you should not flare the case mouth, as you can with a rimmed case meant for a revolver. A safe choice for a bullet style is a truncated-cone. Load it as you would load any jacketed round, but make sure you keep an eye out for lube building up in the die, and make sure the mouth of the case is free from lube or lead shavings (or anything that might impede the case mouth from touching the corresponding part of the gun's chamber). Taper crimp, like with your jacketed bullets.
When I am at the range with a new type of load, I will stop every 10-15 rounds and use my mini-Mag flashlight to look into the chamber and throat. If there is progressive accumulation of lead, something isn't right. Some light leading is to be expected. So far, none of my cast bullet loads have left any noticeable lead in my pistol's barrel (S&W 4506). I load 10 rounds for testing completely new components, and shoot 50 to get an idea about leading.
I have read that Sig's can be pretty tight in the barrel area, but I don't own one, so I can't test. Lead bullets are generally sized .001" larger than their jacketed counterparts. I would definitely test to see that your test rounds completely chamber before attempting to shoot them downrange. I take the barrel out of the gun to do it, then I can get a good eyeball on the case head support, too. I realize that this may not be as easy to do as it is with my Smith, but the idea is not to chamber a live round in a completely assembled hand gun.
Are there any specific questions you have?
