With drill press(or hand drill) drill a small hole thru center of the weight. Counter sink a large funnel shaped opening in the lead center. Do not allow the big counter sink to penetrate too far through the weight in these first steps because hole sizing will be too large.
Having chewed out a bowl into the lead from one side, flip the weight over and _carefully_ begin removing metal on the other side with a smaller countersink. If you do not have countersinks come up with drills or any other means to "hog" out the lead for a circular bowl and carefully use a drill bit on the opposite side to create a thin tapered lip where the two larger holes meet near the center. This lip can be easily enlarged with careful drilling and sized for your ball.
I found that I could size balls that varied more than 0.002" this way by a gentle finger spinning of the ball into the larger bowl much like a "Roulette wheel" where the ball spins down into the exit hole automatically finding the smallest diameter of the ball to pass through with.
Those balls that do not pass through but are slightly wedged can be removed by flipping the weight over and gently dropping it flat about an inch on your table top. That way you are not changing the diameter of the sizing hole by digging it out or forcing it it any way.
Mickey-mouse for sure....but it does work.... when a .22 pen cannot be found similar to what TCooper had in mind and mentioned before.
I have sized the largest Copper Clads and screened out the smaller Graphites this way even tho' I do not have a barrel for the Graphites.....
When in doubt....throw the rifle at the target.
-LarryS