The powder coated bullets would not be the best choice for black powder. You need to have some lube deposited in the barrel to keep the fowling soft. The wad between the powder and bullet is to protect the bullet base and help prevent gas cutting. 
There are sources out there that will sell bullets lubed with SPG or some other lube suitable for use with black powder, you would be ahead of the game to get some of them and save the coated bullets for the smokeless loads. 
You will want your black powder loads to have no air space in the case. Figure how deep your bullet will set in the case and then fill the case a little above that level, place a wad and seat your bullet so that it compresses the powder just a little. That would be your starting point.
Shooting black is a bit more work but it can produce some very accurate loads. It will take a little work on your part and may take a bit of trial and error but it will be worth it in the long run. Keep records of your powder charge and how much compression. As your compression needs increase you will need to have a separate compression die so that you don't distort your bullet. Buffalo Arms is a good source for everything you might need.
Sam

Thanks 40_Rod and 'cricket - so a plain 405g lead bullet (right hardness) lube grooves filled with appropriate blackpowder friendly lube over black powder. 

Couple of more questions - can I use Goex fffG or do I have to use ffG? I currently have some fffG because I also shoot percussion revolvers. What's a good starting load for .45-70 cartridge - 55g? I use homemade lubed felt wads for my revolvers - could I use those in my .45-70 cartridges between the powder and the bullet?

Thanks
Retreever