The answer is a simple YES, your load pressure curve, muzzle velocity, and accuracy will all be affected by changing to a jacketed bullet of the same/similar weight as the cast lead bullet.
You will find this to be true for almost ALL loads, wether they be handgun, small bore rifle, or large caliber rifle. The neck tension, hardness, bore friction, lubrication, etc are very different for jacketed vs cast lead bullets.
Generally, it is not dangerous to directly substitute one bullet for another, as long as the weights are the same.
I would use the bottom end powder charges as a starting point when cooking up new accuracy loads using jacketed slugs.
HTH
John