Coated bullets is pretty much mature technology. It works. It isn't difficult to do. No need to spend days poring over internet posts and watching utoob videos. There is no mystery to it. All you need to know has already been mentioned or linked in this thread.
First thing you need to think about is does the PC process offer any advantage over traditional lube for your particular needs.
Do you want to push to jacketed velocities in your rifles? Do you want to push soft alloy faster with accuracy? Does lube smoke bother you? Do you use silencers or self-loading rifles which are sensitive to lead buildup? How much does it matter that the first shot from a clean, cold, lightly oiled barrel hits in the center of the group? Do you have trouble with traditional lube melting and spoiling the powder of ammunition stored in your vehicles or anywhere else? Do you need a convenient way to identify different loads in a given cartridge by color-coding the bullets? If not, then powder coat doesn't offer much advantage over what you have been using. If yes, then all you have to do is quit hem-hawing and make up your mind to do it. You need a dedicated toaster oven or other oven which will reach and maintain 400⁰F, a plastic container with well-fitting lid, some wire baskets or parchment paper/non-stick foil/silicone baking mats and flat oven trays (if you choose to pick the bullets out with forceps and place on their bases to bake), some Airsoft BBs or cheap plastic pony beads from the craft store (optional but I highly recommend them), and some powder.