Due to the short neck of the 357 Sig brass, lead bullets are more difficult to load well in this caliber. I've pretty much stuck with plated and jacketed bullets for my 357 Sig loading. Bullet setback can be problematic with a high pressure cartridge, and this caliber qualifies as one. Unless you can achieve good neck tension, and a good crimp for the lead bullet, it won't be a real successful venture.
I use Berry's 115 grain and 124 grain FP and HP plated bullets, Speer 124 grain Gold Dots intended for 357 Sig, and Hornady 124 grain XTP bullets for most of my loading for this caliber, which totals somewhere around 12 to 13 thousand rounds to date.
Hope this helps.
Fred