Haven't done that yet but I'm gearing up for it.
Handloader's Manual of Cartridge Conversions has the following info on making 33 Winchester brass:
"MAKE FROM: 45-70 Gov't. You will need a form die or an intermediate die such as .40-65 Win. Anneal the case. Run into either the form die or the .40-65 F/L die. F/L size in .33 WCF die. Trim to length and chamfer."