The only illegal ammunition is armor piercing. What they do is make the gun itself Restricted or Prohibited, which in effect causes the same results.
You can still make 'fake' ammo if you have the right equipment, and that is not restricted. Anyone who ever reloaded ammo can do this with the right tools.
Just take the advice of the 'real steel' gun owners and those who reload their own ammo. It's better than just reading about it.