Hi Jon,
If you were using the Pro version, I'd say no problem. Build a custom bevel... the same sort of thing that allows you to create complex glassware shapes with Invig, as you'll see here:
http://www.zaxwerks.com/2004/custom_edges.html
With the classic version, I'd suggest building your bullet in pieces.. break down the bullet into simple shapes like a cylinder for the body... a sphere (perhaps elongated) for the tip, etc. So long as all of your pieces are in the same set and lined up properly, the bullet will appear seamless.
Jon
