SB try to use the abrasive rubber wheels made for the Dremel tool at a medium speed. This is the method I used to use when building brass tanks for model planes. The thing is that the lead is much softer than the copper and these will give you a better control to remove the lead without abrading the copper to a finish that cant easily be polished out later like the sanding wheels will.
You also might look at these cylinder polishing wheels for a more course cutting action without scaring the copper too badly:
This is a great site for lots of good compounds and cutting tools...