This process is very similar to how it was done at the factory where I worked. They would buy octagon shaped bar stock. Cut it to length, heat it, and pierce it from the fuze end. It was then ironed between a punch and die to get the proper wall thickness, then the ogive was progressively closed by a series of dies.
https://www.youtube.com/watch?v=RxtFx1vpk2I
https://www.youtube.com/watch?v=RxtFx1vpk2I