Slightly off-topic, as you guys are talking about bullets. My interest was using sheet lead to grip my flint. Hammered out a ball (of lead + a little antimony, I supppose) & found the sheet a little hard. Being a metallurgist, tried to find lead data. Sure. Got Metallurgy of Lead by Hofman, 1918 & boned up on the subject. Any, well most any, metal gets harder when deformed i.e. hammered out to sheet. Reasonably pure lead eventually "anneals", or becomes soft again, given enuff time at room temperature. A little antimony, a common additive to lead whatever, makes it stay hard longer. But if one is impatient, one may simply anneal it in an oven. I would suggest maybe an hour at 400F, 450F better. One might consider cleaning the lead first & then waiting until M'Lady is shopping before popping it into the kitchen oven. Wrapped in a bit of aluminum foil, should not be a hazard (one suspects M'Lady possibly would not agree). Remove from oven & cool however it suits you, doesn't matter (for softening the lead).
Heat treating to harden lead alloy bullets is a different subject.