Rebel: The man is asking about plated lead shot, not steel shot. Musketman is correct. Nickle plated lead shot is safe to use in a muzzle loading shotgun or smoothbore barrel, because it is still softer than the steel used in the barrels. However, since we are talking about plating, which may only be .001" thick, or 1/3 the thickness of a piece of notebook paper, it might be wise to use a paper shot cut to contain the shot, and protect the shot from having the plating rubbed off in the barrel as it moves down the barrel during firing. The point of plating shot is to help it stay round, and not develope flats by rubbing against the side of the bore. Flats cause the shot to almost instantly slow on leaving the brrrel, and leave the central core of the shot pattern traveling down range. Flat shot usually won't make it to a 25 yd target, no matter how much powder you put in the load.
So, while the poster is concerned about damaging his shotgun barrel by using nickle plated shot, he should be thinking about why he wanted to use nickle plated shot in the first place, and take the extra effort to make up a paper shot wad, to protect that expensive plated shot. He can use plastic, but the folks here tend to abhor the idea, and if you are shooting a smoothbore gun that has no choke, you can do as well using paper shot wads. Parchment is expensive, and has to be bought in a fairly large quantity in most stores for them to bother ordering it for you. I use the 3M post-it notes to roll wads for shot. Wrap the paper around twice to have the strength to keep the wad together while it travels the barrel. Trim the roll to size for the gauge you are shooting, and make a template to speed up the making of these wads. The glue strip on the note makes a great and convenient way to hold the tube together when it is rolled. I use a 20 gauge cushion wad in the bottom of my tube, and fold over the end of the tube just as I would a penny or dime wrap for a roll of coins. Then I dip the end into parafin wax, stand it on some wax paper to cool, remove it from the wood dowel I use as a mandrill, and make up another tube. Once you settle on a shot charge, you can trim the length of the roll so it contains just the shot, and has no extra length. After pushing the shot wad into the barrel, fill it with shot, put a overshot card on top of it, and drive the package home. I use a over powder card on top of the powder to seal the gases. I lube a 1/2 cushion wad and put that on top of the over powder card wad. I have been using moose milk, but am going to switch to mineral oil.