[antonchekhov]

A former coworker who was a serious gun enthusiast experienced dangerously high levels of lead in his bloodstream - he had chronic headaches and other bodily pains. He visited shooting ranges several times per week, and also packed (assembled? made? I'm not sure the nomenclature) his own bullets. His doctors believe he aspirated atomized lead particulate doing so much shooting practice, and/or bullet manufacture. He underwent chelation therapy (a protocol involving taking certain medications that bind to heavy metals in the blood, and the patient excretes it out via urination) to reduce lead levels.

[LorenPechtel]

The risk would mostly be from the range, not the reloading. The problem is bullets are intended to scrape pretty hard against the barrel to get them spinning. That inevitably causes lead dust and indoor ranges can be pretty dangerous because of it.