Slug870 - If you picture the plastic bottles that prescriptions come in, generally orange with a white plastic lid, that's what I was talking about. It really doesn't matter - you could use a glass baby-food jar, a small glass canning jar or anything of that size. The only requirements are that it's small enough that you don't need a pound of shot, that the neck is wide enough to be convenient and that there's a tight-fitting lid so you don't get graphite all over the place when you shake it.
Cut open a shotgun shell or two and use the lead shot. I said, "fine" so as to distinguish it from buckshot, shall we say. There's no prescribed size.
As to the graphite 'running out', it's a feel thing through the handle of your press - when it feels a bit stiffer inserting the bullet is I guess the best way to describe it. It's never been an issue for me as I give it a shake each time before using it. Even when there's graphite all over the case neck, you'll have to look carefully to see it.