I do it all the time. I start with a cast bullet of the appropriate weight, lube it, size it to make it undersize to fit in the die, and then swage it to make a very unique nose ( a bowling pin load ).
I have added gas checks as well, no big deal... especially if you start with a cast bullet intended for a gas check to begin with.
I am using Corbin dies, and Lyman #2-ish alloy, and have had no problems with dies breaking, even in 44 caliber.