Copper plated shot is relatively common, but not nickel. So using plated shot is a case of trading milky white ooze for greenish ooze.
Using zip locks is also a measure of only limited success. The shot eventually wears holes in them whihc is not all bad as on the other hand if they are truly well sealed then you have problems with the air in them compressing at depth which strains the bag. (think really severe vaccuum bagging.)
Which leads to the best solution I have found so far - the heavy plastic bags intended for vacuum bagging and heat sealing food items. They are tough enough to wear well and when heat sealed do a better job of remaining water proof at least with relatively small sized shot.
If you go with lead shot in mesh bags, larger shot sizes have a lot less surface area than smaller shot sizes which reduces oxidation and the larger spaces between the shot mean better rinsing, quicker draining, and much less potential for milky white ooze in the dive bag. I would not go any smaller than #4 shot and #2 or buckshot is even better.