The .408" is the bare lead bullet. There is no way to measure post coating and before baking since the color is literally powder. The .411-.412 measurement is after cooking but they were a little warm still.
I will re-measure them tonight and see what they come out at. There should be no problem resizing the coated and baked bullets and I will report that once my .410" sizer gets here. Others have reported no issues resizing and the smash test shows no flaking or loss of the color coating.

Follow up:

I have measured a few of them and they are averaging .4105" now.
I also was able to peel some of the blue off of the non-stick foil and it measures .001" in the thick spots so I think the bullets are getting a similar coating.
I will resize them but I am not even sure that is needed except maybe helping them to become more concentric.