i remember back in the '90s, airgunner/airgun world used to run an advert for a hand held pellet press ... looked a bit like an odd pop rivet gun from memory.

no idea how good the pellets were it made though.

straight up lead is too soft for air rifles, so need other materials to make it a bit harder, otherwise plain lead could just compress & get stuck in the barrel.

the other thing would be putting th lead through rollers & trying to ensure the thickness is uniform, or again, you could well suffer from different weights that would effect accuracy & trajectory