Bones,
There are a couple of options out there, depending upon what caliber you are looking for, as well as weight. Most companies are into the larger caliber business, so getting a pellet in .177 that will weigh what I want (below 10 grains) is a little tough. Neilson makes .177's, but they are too heavy (maybe?) to be practical for this Field Target sub 12 ft. Lb. competitor.
One of the cheaper options out there at the moment is the H N Henn swaging dies made by Johnny Lee in China. From those who have already acquired his dies, they are extremely pleased with the quality of the dies themselves, as well as the consistency of the pellets that are made from them. He can duplicate any kind of pellet, including skirted diabolo pellets. I have one set of them coming in the future, and I'm confident they will be top notch. They are around $800 a mold or so, which is expensive, but for this guy that spends $2,000-$3000 a year on pellets that still are crap and has to be sorted through, it's worth a shot. If you look up H N Henn on U Tube, he shows the entire process.
The equipment that I have coming is from Corbin in Oregon. The 2 sets of dies I have coming I will be able to make 4 different styles between them, with weights of 8 grains and up. These dies, cost around $1100, and you still need their proprietary press and equipment in order to make these dies work. They will not fit in a regular reloading press, that type of press is not suitable for the type of swaging I am doing. A reloading press is not as effective or efficient as compared with Corbins S Press. They do make dies for swaging for a regular reloading press, but it is WAY more difficult, slower, and not as consistent as the Corbin press. Corbin has that press for a little under $800, then you need a set (or more) dies that run between $200 -$500 a set, then you need a wire cutter, lead wire, swaging lube. Just to make one diameter pellet/slug, it will run about $2000 to start. His dies do NOT make skirted diabolo pellets, so you are limited in that respect.
There are other companies that are out there that do make dies, but in my opinion are not the high quality of equipment that I'm looking for. If you want to make a pellet to whack rats or vermin within 20 yards, these would be fine. If you are looking for the best in accuracy that you can get, then the above 2 options are the safest bet.
Tom Holland
Field Target Tech