I've worked up loads with all sorts of powders for lead and FMJ bullets. So far, all I have noticed is that dirty powders are always dirty and cleaner powders are usually cleaner. Doesn't seem to matter what type of bullet. Just remember that the two bullet styles aren't loaded the same. The lead load is going to use less powder. For example, with my 124gr lead bullets, I'll use 4.8gr of Unique, versus 5.5gr of Unique for the 124gr FMJ's.
Oh, and be careful with the lead bullets and stock Glock (polygonal rifled) barrels. According to some, the lead buildup can cause a kaboom. I've personally never seen it, but I decided to err on the side of caution and bought a LoneWolf barrel for shooting my lead loads out of my G19. Google "glock lead bullets" and see the various reports for yourself if you're curious. To me, a barrel that was less than $100 seemed like good insurance.