I have no experience with Pyrodex in the pellet form, but have used Pyrodex P for years without problem in .44 Colt and Remington style revolvers. I think it actually fouls less then black powder, and stays softer (less likely to tye up the gun) if you use natural lube, such as Ox Yoke, or Wonder Lube.
Some folks swear by an over powder wad in BP revolvers, but I have never felt the need. As stated by others in this post, you want to seat a ball with a large enough diameter to leave a slight lead ring at the chamber mouth, This, along with a little natural lube to fill the chamber mouth will provide plenty of lubrication, keep fouling soft, and prevent a cross fire to another chamber. Cross firing is a very real danger without a little lube sealing the chamber mouth. I never would have believed a spark could somehow get past a ball in another chamber and set it off if I hadn't had it happen to me. Ball was not a tight fit, and I was out of lube, but kept shooting. Got my attention
Larry