I've been making my own 'checks in 22, 30 and 35 for several years now on Charlie Darnall's Freechex III makers using Yonkies aluminum coil stock, purchased from Gil, stateside. That's not a "plug," rather to make clear what tools/components are behind my results.
I never cared for using gas checks any more than absolutely necessary, but as I pared things down and started shooting (more) rifle loads with cast, that changed. My Hornady "crimp-on" experience is limited but all good.
A few prominent things I have noticed over several years: (my experience based on an accuracy goal of five shots into half an inch at fifty yards)
1) sizing nose-first has made a definite difference in seating the 'check, but not always before the 'check starts to get squished onto the sides of the bullet, so sometimes the 'checked bases look like a dimple instead of being flat. They are consistent and, to my surprise, don't seem to cause accuracy issues.
2) Sizing base-first doesn't seat the 'check as reliably, but the bases come out really purty and smooth, if not in contact with the base of the bullet.
3) Going the extra mile of plaqing a 1" square plate over the opening of the die, and (base-first) pushing the check against it with the bullet, then removing the plate and pushing the bullet (base-first) through the die resolves the two previous issues.
4) Annealing the 'checks makes a big difference and makes either base-first or nose-first somewhat more OK, but seating the 'check against the little plate first STILL makes it even better. The plus, I guess, is that an annealed 'check grabs the bullet much better and cannot be pulled off with my fingers. It's hard enough to pull it off when I have not annealed, but I can sometimes - not so when they are annealed. The annealed 'checks "look" better on the bullet base than non-annealed.
5) The square-edged Hornadys don't seem to shoot any better than my round-edged aluminum.
I did very limited testing recently in my 222, trying to figure out why it s hot half-inch five-shot groups at 50 yards with the first and second loads tried, but will only shoot that into 1" now. I replicated the original loads down to the "T" and had thought it was the aluminum 'checks, but my notes told me otherwise. The smallest groups I shot with it were aluminum. I tried both with identical loads - no difference, so - it must just be ME shooting 1" groups instead of half-inch groups. Nothing else has changed.
When I say "annealed" 'checks, some here might argue that I didn't really anneal them. Regardless, they ARE much softer after I do to them what I do to them. On an untreated 22 'check, I CANNOT squish one between my thumb and forefinger and fold it in half. After the treatment, I can very easily fold one in half that way. I lay as many 'checks, base-down on an electric hot-plate (cold) and then set it to "high." After fifteen minutes, the 'checks read 400F using a cheap K-Type TC on a cheap multi-meter. I turn it off and let them cool. Once I've done this, they are definitely MUCH softer and much easier to seat fully, seat squarely and grip the sides of the bullet. They are also not .001" larger than the bullet after sizing, like with untreated 'checks. I'm not looking to cause a debate on how hot aluminum must be for how long to become annealed. I'm reporting my observations. Those thin little cups are quite stiff (probably from work-hardening) without this treatment and very much NOT hard thereafter. They don't even change color. The only way to know is to try to squish one.
I do find mangled 'checks in the dirt behind my target. I do not find bullets still wearing 'checks which have passed through the cardboard target + 7/16" OSB. I do NOT find 'checks in front of the target, nor do I find "extra holes" in the target. I do not find any 'checks in the grass or dirt between the muzzle and the target and have never (shouldn't have said that) had a 'check hit the chronograph at ten feet.
I'm not saying I'm doing anything right or "better" than anyone, rather I am sharing observations in the hope it may be beneficial to others.
As far as those "lifetime supplies" of gas checks, yeah, I fell for that one too, but I didn't sell my 'check-makers. I THOUGHT about it! Between supplying my brother and a very good friend with cast bullets, and what little I get to shoot, that "lifetime supply" didn't last long, especially for 35s and very much so for 30s. When those two finally listen to me and start shooting their 30-30s with cast, I'll be in trouble. Dumb me, I pretty much sold them both on the advantages of a 357 Mag carbine and now they need bullets. The good part is that they do things for me and this is one way I can actually reciprocate.
My accuracy standard may be a bit lax compared to others', but I've achieved it very easily with the guns I'm shooting, my first loads turning out just what I wanted. In either the 222 or 30-30 (1200 to 1850 fps for either) , I'm using between 6.0 and 7.5 grains of Unique, or 5.2 to 5.5 grains of W231/HP38. Nothing but GCs in the 222, but GCs on only the 165 grain RDO in the 30-30. Those are for the heavier loads I've never even shot yet but do wonders at target/small game velocities. In the 357 Mag, zero issues using 180 grain WFNs to just over 1800 fps.
It may all be a pain in the neck, but it's something else I don't have to worry about being backordered or out of stock - I can make them when I want them and the tooling should last me forever.
FYI, I believe that so many of us bought "lifetime supplies" of coil stock when we started doing this that there were a lot of options available through Gil, but Yonkie has scaled way back what he ships here for Gil to stock, so if you have a special thickness, you may need to go directly to Yonkie. Gil may be able to ge it shipped to him with other stuff to defray some shipping, but I don't know for sure. Gil is one straight-up guy and has helpoed me out a lot, so if anyone hasn't dealt with him, give him a shot. This is not to be a shill for Gil, rather to point others to someone who is a great resource, has good material and is very easy to work with - very accommodating.