Welcome aboard Glenn.
And Happy Easter.
You probably are not doing anything wrong.
I'll assume the heads involved are the smaller ones. This is common with pure lead and the smaller sizes. The lead is not hard enough to firmly hold onto the hook.
Run down to the hardware store and buy a small roll of 50/50, unfluxed, solder and snip a few 6" lengths of it to your lead. If you have a smaller lead pot, say 4 pounds, just a couple or three of those lengths will do the trick. If the pot is larger you'll need to add more solder proportionally. Be sure to stir the melted solder in well. Another thing, do not try to lift the castings from the mold by the hooks, use the sprues and tease them loose then lift out.