The simplest way I ever read about (other than with your fingers) is to take an old flat pan or pie plate. Stand your bullets up in it, and pour your melted lube in until it covers the grooves. Let it "set". Then pull the bullets straight up and out of the hardened lube.
But I haven't tried this so I can't tell you how well it works. I think I read it in an old issue of Blackpowder Cartridge Rifles - that split-off mag from the old Buckskin Report/Blackpowder Report.
There had been one company selling a little "greasegun" type lubber. It was a cylindar for the lube with a screw type plunger to push the lube, and a chamber on the other end with a hole in it just large enough for your bullet (set in perpendicular to the lube cylindar). You filled the main cylindar with lube, put the screw plunger end on, slipped a bullet in the end, and the tighted up the plunger to push lube around the grooves in your bullet. Pull the bullet out, push another in and give it another crank.
Hope this helps.
Mikey - yee ol' grumpy German blacksmith out in the Hinterlands