Don't use lead. With all these new fillers, paints and primers, etc bondo is the best way to go. For the powder coated parts you will need to use a product called "Lab Metal" or a product just like it. Like someone mentioned I think Eastwood carry's this and there are a few other places as well. Some places might carry something similar but with a different name. Anything like this should be used and nothing else. Lead is too much of a hassle and no need to try and be "old school" and some would say when you can go the better and cheaper route. Should it would be nice to learn how to lay down lead but unless you have a lot of time and money it's not worth it. Make sure you spread the lab metal a few inches around the dents as well and get it as smooth as possible. When you spray your powder and cure it then it will come out like glass and ANY low spots will show up since powder coating flows into every crack, indention, spot, etc.
Good luck.