Tom,

I have tried it, and a .357 bullet patched with airmail paper (from the bygone days when we still sent letters overseas) will be just right. Weight of this paper is given as 2.8 grams per 1 A4 sheet. Here I found a good "how-to" description:
http://www.rbsiii.com/PaperPatchedBullets

Now have fun "rolling your own".

Fuhrmann