Aluminum gas checks! Only if you want a new barrel quick. Stop in the hardware department of about any outlet. See if you can find sharpening stones. Modern, less expensive stones are "aluminum oxide..." Guess what forms on the outside of any aluminum exposed to air... "aluminum oxide." Guess what that does to bores/rifling... etc.
Make your own. Sure. Mr. Harvey of 50 years ago used a zinc ring. Some pure lead bullets were swaged. Some could be cast into the ring... Worked o.k. Copper sheeting for roofers, etc works fine...
Mr. Corbin, Dave [corbins.com, swage.com, etc.] has several books and booklets on his web site(s) for review free, download, etc. "Rediscover Swaging #9" has this discussion.
For the super cheap (my approach) there are the new super lubes that make higher velocites possible than the natural based beeswax, tallow, etc. with pure lead. Next there are hard cast bullets. Next are the gas checked. Mr. Corbin makes the dies to make your own gas checks. These are not free. You will need to shoot quite a bit to make it pay. Then there are the "paper patched" with paper as a jacket. Not quite the potential of jacketed bullets, but in older calibers like .30/30 or .303 Brit... Heavy bullets. Plenty.
Enjoy the search. HAPPY HOLIDAYS. luck.