I do it often enough. Last project was replacing 220 soft point grain bullets from my 30/06 and replacing them with Hornady 220 grain round nose full metal jacket. I wanted to have a box of "factory" 220 grain fmj just in case. The ammo companies stopped producing this load 50 plus years ago. I enjoy hunting with old style bullets of the past. I want fresh ammo though, so I find old factory loaded ammo with the bullet I want to try on game and load it in fresh factory ammo. I have a process I use that works. I inertia pull all the old bullets first. Then I take a round of new ammo, pull the bullet, remove the powder, then take the decapping pin from my full length sizing die. I lube and resize the case, wipe the lube, deburr, then pour the powder back into the case and seat the bullet. Nice tight new ammo with an old style bullet.
