nc,
In my experience, if Hornaday's are falling of it's the bullet's base that is too small. Hornady is very careful with their checks, make them thick and are actually flared at the top so that when they are seated and then sized the check will bite into the bullet.
My money is on the Lee mould giving you a bullet with a base that is just a tad small. Sounds like your sizing procedure is spot on.
If you crimp the check on with the collet die it may help. It doesn't matter if the check is smaller than the rest of the bullet as long as the check is still bigger than the bore. If the check is bigger, then when fired it will still seal the bore. See?
Using cast bullets isn't always as easy as jacketed. If everything works, then great. But when a problem arrises, then you need to start getting technical. That often means measuring. Bore size, bullet size, bullet base size, check size, etc.
You can also change your casting alloy. The more lead, the more shrinkage. So if you add say linotype, the amount of shrinkage will lessen giving you a bigger bullet. You can also pressure cast, that will often result in a larger bullet.
For more data about casting, go here:http://castboolits.gunloads.com/index.php That is the best site for casting knowledge there is.
Hope I've helped a bit. Good luck.
Cat