How do they fit in the chamber of your barrel ? That is really the most important reason to use a push through set up. Case gauges will usually be "tighter" than the actual chamber of the barrel.
Try just a sized (pushed thru) empty case and then try one of your loaded rounds. That will let you determine if the case is sized properly and then determine if your loaded round has a problem.
It may not make a difference if you are using two seperate dies to seat and crimp, but it will make a lot of difference if you are using one die to do both.
I use the Precision 125 gr .38 bullet in .358 dia. Shoots very well in my 9mm Citadel. I only use one brand of brass per caliber (in the 9mm I use Win) which I feel really helps the accuracy also.
Different thickness of brass, different hardness of brass, difference as to when taper to bottom of case starts and probably more variation in length of case all contribute to more variation in mixed brass than in all one brand brass.
Coated works very well for me in 9mm and .45. Be sure to try some of the oversize 9 (.357 or .358) as they work much better in some barrels than the standard .355 or even .356.