This is a box of bullets I bought a few weeks back. The shopkeeper was very patient with me, but now I think maybe I should have asked a few more questions.
After seeing the RN, but not the FMJ acronym, in addition to reading this website leads me to believe that there's a lead hazard to shooting these:
http://ammo.com/bullet-type/lead-round-nose-lrn
However, there doesn't seem to be any exposed lead.