Well, I can't speak for others, but here is what I do.
I own a lead pot, like those used by folks who cast their own lead bullets, as used in muzzle loaders, and other black-powder arms. I have an ingot mold, and each section holds one pound of lead. While it takes a whole lot of pellets to fill even a one pound section (≈100 in my case), it still amazes me how short of time it takes! I guess I could sell the lead, but one of the local breakfast guys is really involved in Cowboy shooting events, I give him the lees.