What Bunk said. Been doing this to my cap guns for years. The originals either used lubed paper cartridges or if hand loaded, no lube (though I'm sure someone has tried just about every variation).
The lube on a well regulated percussion revolver does one thing only, keeps the fouling soft. Soft fouling means keeping the accuracy up longer and keeping the gun running longer. I did an experiment a while back with zero lube and my 1860 army, wish I'd wrote the details down, but if I remember rite accuracy started to fall off sharply around the 4th or 5th loading, and really started to bind up shortly after. Cleaning was a pain as the (Graf's 3F) fouling was very hard and thick. After cleaning I repeated the experiment with a swipe of Crisco over the balls and accuracy and functionality stayed up and clean up was a breeze. If your only going to shoot one or two cylinder fulls then there is no reason for lube over the balls, except maybe to make cleaning a bit easier, but I often put over a 100 rounds through one at the range. Most of the lube gets blown all over the front of the gun, but that means the arbor gets lubes and some gets sent down the barrel from the little left on the balls. Doesn't take a whole lot of lube either. If I'm shooting conicals, which I'm doing a lot more of than round balls, I lube the conicals and either use paper cartridge or hand load them, no extra lube needed.
The idea of shaving lead can lead to chain fires. Replica revolvers have improved a whole lot in the last 30 years, but I've seen ones that had a sharp bur on the chamber mouth, in effect making a smaller chamber mouth than the actual chamber. A ball that shaved lead would show light around gaps caused by the bur when loaded. A slight chamfer on the chamber mouth makes for an air tight seal provided the ball is large enough and the chamber is not egg shaped. A proper sized projectile and chambers in good shape with a slight chamfer makes it physically impossible to have a chain fire from the front.