You could try a little swage block affair
Drill a hole ID to the head OD to the depth of the pellet
Flare the hole to match angle and rear OD of skirt
Cut an angle on an 3/16 rod to match the angle of the skirt ID
Then you would drop a pellet into the hole of the swage block and form the pellet skirt to the flare with the swage bar
..Best I can come up with