You can certainly bring presses, dies, powder dispensers etc back, I've even brought a 7L wet tumbler back!
Bullets and brass are still covered though.
"The components, parts, accessories and attachments controlled in this category include, but are not limited to cartridge cases,powder bags (or other propellant charges),bullets, jackets, cores, shells (excludingshotgun shells), projectiles (including canister rounds and submunitions therefor),boosters, firing components therefor, primers, and other detonating devices for the defense articles controlled in this category."
22 CFR Ch. 1, Category III, (f)(1)
It's on the munitions list.