"Practicing" with light pistol bullets will not equip you to shoot better groups with the much heavier bullets you'll use for hunting.
You need range time with each bullet.
You would need to shoot the hunting load and shoot it enough to be good but there is historical proof for the use of gallery loads, this is all you would be doing.
Why the fascination with "properly headstamped cases"?
All I have ever used and will ever use for 35 Whelen (and 9.3X62) is 30-06 brass. Fortunately I'm not an idiot and won't be firing 30-06 in either rifle, and if another person did, they'd just get a quiet "poof" and a wave of embarrassment. If the same person tried to chamber the 35 Whelen in a 30-06, they couldn't.
To me, it's a non-issue.
Personal preference, no other reason. Seeing that you would need to get brass anyway, you could buy brass of unknown age from someone on CGN, buy 30-06 loaded ammo at $1.50-2 a pop then shoot them to get brass, buy 30-06 headstamped new brass at the same price as 35 Whelen brass or just buy 35 Whelen brass.
You can use your headstamps to help with loads as well. Maybe you take your 35 Whelen brass for for powered loads, 30-06 sized up to 35 Whelen for loads at 35 Remington power and maybe 270 brass sized up for pistol bullet loads, there are some issues with headspace after a couple loadings.