Nossir - the benefit of shooting a conversion is not in the higher velocity obtained from shooting a nitro propellant, but in the lack of cleaning necessary to keep it shooting and much cheaper shooting got from the teeny amounts needed to equal BP velocities. Remember that there was nothing at all wrong with BP velocities - my 26gr of Pyrodex/777 gets me around the 880-900 fps figure. How much more do you want?
And another more important thing, wheel-weights in UK have not been made of lead for a number of years due to EU regulations - they are an odd mixture of pot-metals like Mazak and Zamak and all kinds of other cr- stuff.
On the other hand, go ahead and ignore the maker's instructions to use only soft lead - it's your gun after all [shrug].
I shoot the conical when I feel like getting more ooomph out of the ROA - I usually let noobs have a cylinder-load of each to feel the difference. And there is a LOT of difference, as you might imagine - the ball only weighs about 146gr and the conical, well, you said it.
tac