Short answer: you should probably stick with LRN and SWC.
Long answer: Making a purely lead bullet that reliably expands would be quite the undertaking. You would have to control the hardness of the lead, the velocity, the barrel length and the medium it was expected to expand in. Not to mention finding the best shape for the lead hollow point. i.e. If the lead was too soft the bullet might not expand but splatter and come apart when it hit heavy clothing or bone, if too hard of lead you might get no expansion at all. If you drove the speed of the bullet too slow, you might get expansion but not adequate penetration; too fast and you might get expansion but also serious barrel leading. If the round you made was optimized for a pistol, it might not work in a rifle length barrel. Also, if you planned on expansion in light skinned animals it likely would lack penetration if you had to shoot a heavy skinned/boned animal.