I would certainly try to work up loads with primers that have thicker cups, like CCI in order to avoid puncturing. FYI here are two articles on primers:
Handloader Magazine published an article by A-Square. Here is a short summary of the test of primers in the Remington 7mm Mag.
160 grain Sierra boat-tail, 66.0 grains of Hodgdon H-4831 and Winchester cases.
Winchester WLRM (magnum)___ 3045 fps, 67,600 psi
Winchester WLR (standard) ____ 3024 fps, 64,400 psi
Federal 215 (magnum)________ 3036 fps, 61,400 psi
CCI 250 (magnum)___________ 3039 fps, 61,500 psi
Remington 9½ M (magnum)____ 3041 fps, 59,300 psi
CCI 200 (standard)___________ 3011 fps, 54,800 psi
The SAAMI max pressure for the 7Mag is 64,000psi.
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Here are the results of a test done to determine the brisance of primers:
RIfle Primers
Brand/type_________Power Average___Range____Std. Dev
1... Fed Match GM215M___6.12______ 5.23-6.8_____.351
2... Federal 215 LRM _____5.69______ 5.2-6.5 _____.4437
3... CCI 250 LRM_________5.66______ 4.5-7.4_____ .4832
4... Winchester WLRM____ 5.45______ 5.1-6.0 _____.2046
5... Remington 9 1/2M LR _ 5.09 _____ 3.5-6.75 ____.6641
6... Winchester WLR _____ 4.8 ______ 4.1-6.0 _____.4300
7... Remington 9 1/2 LR __ 4.75 _____ 3.7-6.25 ____.5679
8... Fed Match GM210M __ 4.64 ____4.0-5.6 ____ .3296
9... Federal 210 LR ______ 4.62____ 3.7-5.5 ____.3997
10.. CCI BR2 ____________4.37___ 4.0-5.0 ____ .2460
11.. CCI 200 LR __________4.28 _____ 3.8-4.8 ____ .3218
12.. KVB 7 LR Russian_____ 4.27 ___3.8-4.8 ____ .2213
13.. Rem 91/2 (30 yrs old)_ 4.16 ____ 3.8-4.8 ____.3427
Pistol Primers
14 Rem LP ______________4.47_______ 3.2-5.6 _______.5171
15 KVB 45 LP Russian _____3.89 _______3.3-4.2 _______.2232
16 CCI 300 LP___________ 3.18_______ 2.7-3.5 _______ .2406
17 Federal 150 LP _______ 3.11 _______2.6-3.5 _______.2090
18 Fed Match GM150M ___ 3.05 _______ 2.6-3.7 _______ .2299