As was said its kinda odd that you would consider doing something that is not a legal obligment nor a necessity as of yet. If they introduce a lead shot ban be it over waterways, etc or in total then i might consider it, but for now i wouldn't worry about it.

Also if you did want to the only place "close" is the UK so it means shipping your gun off to a proof house, have them shoot it with a higher charge, and there is also the waiting time. You could have it back within a few weeks or a couple of months.