Hello Alpvogt,
that seems to me very improbably because Depleted Uranium is used for his property to be VERY hard. The cone of a hollow charge must be made in ductil metal like coper.
DU is used in antitank projos like APFSDS or similar
Yodamaster I think you may be mistaken as "DU" is a very easily machined material and is relatively soft as the penetration is achieved by sheer mass and not hardness.
I have no hardness numbers to quote and I think it is also not very advisable to heat treat it so it is used in a "raw" state for munitions.
It has also been used for the shaped charge cones on specialist ordnance items (do not know which however) and I believe it is more feasable to use on larger shaped charge liners only.