The most common cause of smoke with lead bullet loads is from the bullet lube.
Most high speed lubes contain a lubricant lnown as "Alox."
Alox is an excellent lubricant but smokes a lot.
The smoking is often caused by bullet lube on the base of the bullet. Wiping the bases clean before loading, on a cloth pad, either dry or moistened with mineral spirits, will reduce the smoking.
The small amount of metallic lead that is released from bullets when firing outdoors or on a well ventilated range is unlikely to cause health problems. The lead compounds in non-corrosive primers is the likely source of lead exposure and is exactly the same amount regardless of the type of bullet fired.
I am usually amused but sometimes annoyed by the recent paranoia concerning lead exposure. Metallic lead, at room temperature, is almost completely inert and was commonly used in water systems until recently with no apparent ill effects. Have we all suddenly become allergic to it? The vapors of lead, caused by raising it to its' boiling point, the oxides of lead, and the lead compounds produced by primers can be a problem if not handled properly.
If your cases are properly expanded, or "belled" when loading lead bullets, you will not get any significant amount of bullet lube in your seating dies. The hard lubes that are now used on lead bullets are not going to migrate out of the case unless is is significantly undersize.
I load tens of thousands of cast bullets in handgun and rifle cartridges every year and lube buildup in the seating dies simply isn't a problem.
Jack