Google Littletons Incredible Shotmaker.
Producing uniform round lead shot at home is very difficult. It is produced commercially by dripping molten lead from the top of a four or five story tall tower onto an inclined base so the round shot rolls off and the clinkers roll to the sides. They are then screened according to size. There are some home shot makers available, but the process is laborious because much of the shot cools into a tear drop shape and must be remelted and the the process repeated. You could probably make one without an inordinate amount of difficulty, but the resultant shot would likely be less than satisfactory.
Maybe pouring the lead through a metal sieve or colander will help it form droplets in less of a height? (You'd have to heat the sieve to stop the lead setting in the holes.)
Yeah, that is how the home units work, but the dripper only meters the size of the droplets. It doesn't do much to improve the tear drop effect. The purpose of the long drop is so the shot has time to solidify while still falling, so they maintain their spherical shape.
If it starts smaller, rather than forming droplets by breaking up in the air, it should cool quicker.
Some links: Shot tower(From Wikipedia, the free encyclopedia)http://en.wikipedia.org/wiki/Shot_tower Method of making lead shot (USP 4108927, 1978)http://www.freepatentsonline.com/4108927.html
The classic method is to drop molten lead down inside a long drop "shot tower" into water - what can you manage ?