I suspect that you may be taking too long to get from the oven to the water. I've found that if it takes more than a couple seconds before the bullets are under water, full hardness will not be obtained.
Get the finer numbers, to get the highest arsenic content. 6-7 1/2, 8, 9.
Chilled only means chilled in water, to increase hardness, and I believe all of the finer shot is chilled.