Like daggerdog says, yes you can use the 110 SP and there are published loads for them. Even 85 grain bullets are available!
Yes, you can get a decent crimp on the jacket that won't move in the tube nor wreck the jacket.
Here is data from the Lyman 48th Handbook for the Hornady 110g RN #3015, for both lever and bolt guns:
Powder Charge
IMR 4198 27.0 - 29.5
IMR 3031 26.5 - 33.5
IMR 4895 31.0 - 34.0
H-335 34.0 - 37.8
BLC(2) 35.0 - 38.7
748 36.0 - 41.0 (compressed charge)
IMR 4064 31.0 - 35.0 (compressed charge)
IMR 4320 28.0 - 33.0 (compressed charge)
They also have loads for the Sierra #2020, the 125g flat nose mentioned above. But the 110g round nose is definitely cheaper.
Sierra has the 85g round nose soft point in its catalog. I've never used them and suspect that the short bullet may not be as accurate as the longer bullets, but who know. If you get some, tell us how they work.
Of course, before you use it VERIFY THIS DATA FROM THE PUBLISHED MANUAL ITSELF. Be careful and be safe.