As an eight year old kid I used to wander through what was later to become hornaday manufacturing, that's when their shop was only about 12 feet wide and 50 feet long, on fourth street in grand island, Nebraska I was totally mesmerized by the machines going up and down in the in and out, and stamping out pieces of copper. I'm 72 now and have been invited to their new manufacturing facilities over the years.
I wouldn't say it was a delicate process but it is definitely a scientific, and maybe you could even say having a feel for getting it done right. I don't believe there's any of annealing process going on after the jacket is stamped out, but there are a lot are rejects in getting the machines set up, which we used to be able to buy, and they worked fine for three and matches. While all that is going on, lead is being poured into rounds slugs and pressure fed through a die to make wire that is cut into slugs for those bullets. All this is choreographed by engineers and machinists and have been doing it for years. They are then taken down to the basement and shot and tested all under controlled conditions.
I am in no way trying to discourage you from making your own, I'm sure that's how hornaday got his start. I just don't believe that you can make them and be competitive with what they charge for them.
Have fun and enjoy yourself.