I've used the Lee .36 conical, and other conicals, in my Remington and Colt .36s. I've found no advantage over a ball. In fact, every conical I've tried was not as accurate as a ball, and that includes the conicals sold by Dixie Gun Works that are exact duplicates of the old, original moulds.
The best I can get with any .36 conical is about 3" groups at 25 yards from a benchrest. The same gun, with .380" balls, will generally shoot 1-1/2 to 2 inch groups.
The worst conical I've found is that made by Buffalo Bullet. It's shaped like a modern wadcutter, but with a heel. Cuts a nice, clean hole in the target. All over the target. From every .36 I own.
At $15 for 50, it's not worth the bother to determine the cause or a better load.
Now, the Lee .44 conical is very accurate. But the .36 version -- not a duplicate of the .44 design by any means -- is just not very accurate in my guns. I get around 3 or 4" groups at 25 yards from a benchrest, from any of my .36s.
Yet, my Uberti-made Remington will put all six .44 Lee conicals into 2" regularly, and often into 1-1/2 inches or less.
All of my conicals that have grease grooves are lubricated with my homebrew Gatofeo No. 1 Lubricant. Search the internet for instructions on making it. It's also posted on this site.
If the conical has no grease groove, like the old original designs, I put Crisco or a mix of beeswax and olive oil over the seated conical.
Forget fiddling around with conicals, unless you plan to hunt coyote-sized game at close range. The humble ball works best, if it's properly oversized: .454 for the .44s, and .380 for the .36s.
Put a greased, felt wad twixt ball and powder and the ball will amaze you with its accuracy.
The Lee .44 conical is also a winner. Most accurate conical I've found, but no one offers it commercially. You have to cast your own, or find someone who does.
For nearly all purposes, the .454 ball is best.