Here are a sample of the headstamps. There are minor variations beyond these basic shapes, mostly in finish and slightly different shapes.
All of the cases below have REM-UMC 9M/M LUGER cases with no case knurl except for the RN which is a PETERS case.
Top left is just a steel cylinder with the edges rounded. The other side of the bullet is painted Purple. The top middle looks similar to your turned steel round but this one is a HP as indicated. The blunt RN GM load is a proof load. There are a series of these High Standard loads like this with dark blue or dark purple case heads, and occasionally one with no case head color. This round has a
dark blue head and a small red tip and is a proof load.
The next two rows are various bullet shapes, sometimes blued and sometimes with another finish. The 2nd row far right is a bullet that is a steel rod tight in a GM tube so it appears to be a GM bullet with an exposed steel tip. All the other bullets, except for the red tip proof round are solid steel/iron.