You must have a heavy crimp. Is the nose of the bullet tapered or fairly straight? If it is some what straight, measure it and then buy an appropriate collet for it. If you have very many to pull down, the money you save in bullets will pay for a collet. I assume that the collar of the bullet, just above the crimp, is too small to "grab". Buying another collet is the only way I can think of short of destroying the bullet. If you do not want to save the bullet, put it in you press and run it all the way up with out a die. Get a pair of channel locks, adjust it so you can get a good grip on the bullet with one hand and stroke the press back down. I have pulled bullets like that before. It depends on the press you have and how long the bullet is if it will reach through the top of the press. If it does not reach through, reach into the thread area, just do not bang it around in there to mess up your threads.