I realize this thread has gone on a while, but I think a couple of points have yet to be raised.
As has been observed, the main problem with lubed conicals sliding around is with the first load in a clean bore when out hunting. The cigarette paper (neat idea), overshot card, or a paper patch seem to increase friction enough to take care of it, where it is a problem, and in some cases, improve the accuracy of the shot. I know of folks who use a larger ball for the first shot in a smoothbore - or even the first cartridge for a musket - for similar reasons. After the first shot, fouling increases the surface friction and reduces bore dimensions enough to take care of the problem except with very undersized projectiles.
In the Late Unpleasantness, the Crimean War, and other similar altercations, conicals were not necessarily loaded bare - they could be still in the cartridge paper, and often the rest of the paper was loaded in over or under them to help hold them in, just like roundballs in smoothbore muskets.
The fit of the conical or ball and patch to the bore is always raised when discussing accuracy but has not come up much here in respect to either safety or accuracy, but it obviously DOES affect both, and probably explains most of the difference in results observed by different shooters.
In my .50 flint rifle, no conicals work well as-is. None are particurlarly accurate, and some of them just slide staight down and back out. It turns out my bore dimensions are .510"x.520". I'm still working on loads occasionally (I'm mostly a roundball shooter, but I like to explore options), but all flat-base conicals now get a felt wad underneath. Buffalo Bullets and MaxiHunters need to be paper-patched for any accuracy, at least for the first shot, although subsequent ones may be better just lubed. My mold throws 250gr REALs in pure lead with band diameters of .508"x.511"x.514" (back to front), so even the front band barely engraves. They need to be paper-patched over at least the rear two bands, and maybe all three. I'm starting to play with an Enfield-style cartridge in thin paper, with the REAL bullet reversed and the ungreased felt wad glued in the end of the cartridge under it, with the bullet end dipped in lube, naturally, and maybe a liner/inner cartridge of paper or waxed paper to keep grease out of the powder. It looks promising, but I haven't been getting to the range enough for everything I want to do.
Joel