All good info so far. Earlier Cap and Ball repro revolvers had poorly made nipples. It's a fact. Never Pietta nipples seemed better on my 2009 made 1858 Remington, but I always replace factory nipples with new No.11 cap nipples from Treso and I've never had a problem with caps not fitting tightly. I also give them a little squeeze as they go on.
For loading, powder is usually around 24gr FFG as a standard .44 C&B load. A wad is optional. Before you go the the expense, try without. If you get unsatisfactory groups, try again with wads. The ball is fully seated and most guys use grease lube over the ball. Even if you don't believe in chainfire, this is a good idea to keep fouling down. I just use cheap no-name Crisco, it works well enough that I've never felt the need to spend more on wonder-lubes.