How about blasting caps? Those are integrated into modern brass cartridges, and I think making them that way would require more precision than you'd be able to achieve with simple hand tools and an anvil.
19th century revolvers tended to require separate blasting caps, but you still had to buy them even if you could make the bullets.
Tiny objects are harder to regulate. Many drugs are illegal but are still easily accessible due to their small size and transportability.
The correct action at this point in a society that wanted to keep guns legal but better regulated would be regulation of barrels. They are the only item left that are truly difficult to make in quantity and hide easily.
You can re-use the shells, so all you need to do is cast the bullet, which is really easy, then load the gunpowder into the shells and use a simple machine to crimp the bullet on, and you're done. There's lots of off-the-shelf hardware to do it that is pretty common throughout the US.
Many people already load and reload their own bullets in the US because it is significantly cheaper. Good brass can be used many times over and loading equipment consists of an arbor press and some dies. Regulation would make getting it harder and more expensive, but all you would be doing is creating an ammunition black market that funds criminal enterprise with a supply still too large to do much in hampering gun crime.
Responsible gun owners and hunter who practice regularly would be harmed the most because they use tons of ammo. Criminals won't because they might only shoot a few bullets in their life and usually from close range.
