Hmmm. I have made .44 shotshells for use in various revolvers for many years. Like dogrunner, I use gas checks, but with a couple of differences.
All handgun shotshells are severely limited in their shot capacity. I wanted to get the maximum shot capacity in the days before the shot containers (Speer and later Thomson/Center) were available. I also wanted to use a shot cup to prevent leading, and no shot container like the Speer, because those sometimes don't break up properly, preventing the shot from spreading. To do that, I made "cylinder length" cases by shortening .30-40 Krag cases and then turning down the rims and the web of the case, just above the rim, so that they would chamber in a standard length .44 cylinder. I also had to thin the rim 0.005" so that the cylinder would close and turn, and that also made the primer pocket 0.005" shallower so that a large pistol primer would fit, rather than a large rifle primer. Since this operation requires a lathe, it isn't for the casual experimenter.
I made the cases about 0.100" shorter than the cylinder length, to leave 0.100" for the top gas check. The top gas check only sticks out about 0.050" beyond the case length when they are loaded as described below, but I leave a bit of a safety factor.
I have two sets of dies for reloading .44 shot shells. The first (and best) is an RCBS set, just labeled on the box, "44 MAG. SHOT SHELL 3 DIE SET." The Part No. is 55000, which doesn't mean much. That is just RCBS's part number that designates any custom made die set, and could refer to many different dies sets, at least as explained to me many years ago. That set works very well, as I will explain its use shortly. I suppose you could still order this die set from RCBS, but I haven't inquired about that.
The second is a "Shooters Accessory Supply shotshell die" which is a single die that performs all of the reloading operations. I can't find any contemporary information about "Shooters Accessory Supply." This die worked, but not as well as the RCBS set.
Long after I started making my own cases from .30-40 Krag cases, the .445 SuperMag was announced. I had to try one of those, and as soon as I saw the case, I thought, "Hey, this looks just like my hand made 'cylinder length' .44 Magnum shot cases!" And it did. So, I tried the .445 SuperMag cases, and they worked almost as well as the custom made cases. They were just a bit shorter, but not enough to matter. Starline still makes .445 SuperMag brass, so that is a good source for extended cases for .44 Magnum shot shells. I have never made cases for the .44 Magnum since the .445 SuperMag became available, although I have made .445 SuperMag cylinder length cases.
Obviously, the .445 SuperMag cases won't fit all the way into the cylinder. They have to be "necked down" at a point just at the length of the regular .44 Magnum case. The RCBS die set does that. After the cases are formed, the reloading die set can even be used to full-length size the cases for reloading, although I have never found such resizing necessary. We are dealing with very low pressures here!
Once you have proper cases, loading the shotshells is quite simple. I use a Redding turret press. First, prime the case, then charge it with your powder charge. (See dogrunners's powder charge above.) I then seat a regular .410 shot cup in the case and press it down on the powder with a dowel. The shot cup petals will extend out of the case by quite a bit. I mark the shot cup petals even with the case mouth with a felt tip marking pen, then pull the shot cup about 1/4" out of the case to trim it. Take a sharp pair of shears and trim the four petals off about 0.1" shorter than the marks. Nothing critical here, but I try to get them about 0.1" short of the mouth of the case. You might have to pull the shot cup up a bit more to make an even cut so that the shot cup petals, when pressed back into the case, will be about 0.1" below the case mouth. Don't spend too much time on this -- the exact length isn't critical. What you want is a shot cup shortened enough that it will contain most of the shot charge, but will not extend above the mouth of the case charged with shot to interfere with the crimp.
Now, fill the case with shot. After I have trimmed the shot cup and pressed it back down on the powder, I take the shell out of the press and place it on an aluminum pan, used to catch the excess shot. Then, just pour shot into the case until it is full and spills over a bit. The spilled shot will be caught in the aluminum pan, and you want a rounded heap on the top of the case mouth. You can't get too much, or it will just fall off. You don't want too little, or the gas check top seal won't seal properly, and will be pushed into the case in the crimping operation.
Once you have your charged case filled to a rounded heap in the case, move it back to the press and seat the top "wad". For a top wad, I use a Lyman 0.375" gas check, placed on top of the rounded shot heap with the open side down (towards the shot). Run the case into the RCBS crimp die, and it will crimp the Lyman gas check firmly on top of the case. You will need to adjust the crimp so that the mouth of the case crimps into the gas check about one-half way down the gas check. That is actually easier than it sounds! The shot column will press against the shot cup to keep it from going deeper into the case (that's why you put the rounded heap of shot in the case), and you can get a nice firm crimp.
I shoot these loads in several revolvers, and the recoil is very minimal. It doesn't force the shot forward in the cases still in the cylinder to loosen the crimp and tie up the cylinder. I do make it a point to never leave a shotshell in the gun while firing a bulleted load. There, the recoil is substantially more, and it would probably force the gas check forward and ruin the shot shell, as well as dumping shot in your gun where you don't want it. If I mix these shot shells with bulleted loads, I always put the shot shells first, and pull any shot loads that I'm not going to fire out of the gun before I shoot loads with bullets.
I also load the same shotshells for the .445 SuperMag, but for those, I still have to use the custom made cases, turned on the lathe, from .30-40 Krag brass. Actually, I haven't had to make cases for many years, because these cases last through many reloadings.