Simple answers....
Not trying to teach mum to suck eggs, but...make sure the mould is really heated up ...you say you warmed it in the oven, try using a blowlamp ...once you have warmed it up sufficiently it will take the hot lead, also, make sure the lead is really hot , and that you have skimmed of any "slack" that floats on the top before trying to pour it into the mould.Once you have cast a few sinkers the mould should stay hot enough .
I make loads of sinkers of different types, and what you describe happens with all types of moulds if they are not properly heated up first.
You will save a load of money by making your own sinkers .
Couple more tips.. Make sure that the lead is dry before melting... if you use old lead pipe, sometimes it has water trapped in the bends... water will make the lead explode in the crucible.. make sure you wear protective glasses,and also melt the lead in the fresh air,it can give off bad fumes depending what it has been used for... if it has come of a flat roof it may have been in contact with asbestos at some stage, that stuff really expodes if it is not removed first, I saw that happen on a building site once, it put the man melting the stuff in hospital.
Happy Melting...
Dave.