I have, as an experiment. Not hard to do. Several steps involved, so can be time consuming. In my view, not worth the effort, unless there is no other alternative. Better to be patient and keep on searching for a source for .458 brass. A couple of possible sources come to mind: Higginson Powders. Ellwood Epps.
Update: Just took a quick look at X-Reload. Appear to have Norma, .458 WinMag brass in stock. Pricey, though.