I routinely do this when making paper patch bullets for my 375. Of course I don't care if the lube grooves are left or not, but if you did you should start with something with deep grooves, like the Lee 38-55 bullet. Use a push through die, with a gently funnel entrance and a highly polished finish inside. Use dish washing soap or water soluble wire drawing lube for lubricant. Do not try to size down hardened bullets. Air cooled wheelweights are fine, but quenched ones are too hard. You can heat treat and quench later, after they have been sized. Of course as others have mentioned, you could buy the correct mould or paper patch 35 caliber bullets as well and likely get better results.