Your bullets may have been exposed to harsh chemicals. Maybe some of the chemical engineers out there will chime in and straighten this out.
Lead is used for battery terminals because it does not decay. Bullets form the civil war are found in the fields all the time - quite collectable.
Per the OSHA you can not absorb lead through the skin. In your case were it turned to airborn powder you could have breathed in. http://www.osha.gov/pls/oshaweb/owadisp.show_document?p_id=10031&p_table=STANDARDS
The made in China toy you gave your child probably has more lead in it than youll get by shooting pellets. And they are likely try to eat it.