Lead has less bore friction, and can cause some powders to burn at different rates, or even be totally unsuitable.
Given the same charge, of a powder that does work for both, a lead bullet will generally be faster than it's jacketted counterpart, of the same weight.
If the jacketted charge produces velocities under about 2000fps, it's likely safe for at least a few shots with lead of the same weight. Check for leading of the bore, unburned powder, crappy groups, or wild chronograph readings. If they are all OK, the load works both ways.
Unburned powder is just wasteful and annoying, it may still shoot well.
Most 30-30 Winchester 170 gr bullet data can work both ways, even at full power, with a gas check load. You may see leading with some rifles bullets, or loads.