I get the pun, or the point!
Lead melts at 327.5C but copper annealing required 400-700C so that is a conflict. Lead-antimony alloys have even lower melting point than pure lead.
With Sierra MatchKings or GameKings the copper extends ahead of the lead, so if you stand them up in water (as Foster advocated), to just below the lead level, you should be able to at least anneal the work hardened tips without affecting their lead cores.
Alternatively, as you suggest, don't bother.
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