Skeeter,
"Chilled" lead shot contains antimony to harden it. As melted, it would be a bit harder than what is best for muzzleloaders.
Try melting the shot, NOT fluxing it, and let it sit for a couple hours as a melt. The antimony tends to float to the top, and after skimming off most of the antimony, it should be soft enough for muzzleload bullets. this will require several stages of melting to remove as much antimony as possible.
The same thing can be done to wheel weights, but it's more difficult to seperate the tin and antimony. It can be done, but requires more melting and skimming off.
HTH
John