You should never ever use a lead sled. They can damage your scope/rifle. Plus the load may or may not work once off the sled if development is done in a sled.
Lead sleds are typically not for everyone nor every rifle-range work up. However, when you shoot very large caliber rifles with heavy bullet weights you can't take very many shots without being negatively effected by the significant recoil thus limiting your shooting experience and or developing a flinch and/or a sore shoulder and possibly even eye damage. I know there are guys that can go to the range and take what I'd call a recoil beating, I can't. When I am actually shooting at an animal, I never hear the shot nor feel the recoil.
I've used a Lead Sled from a benchrest for years for all of my .458 Win Mag, .375 H&H, and 8mm Rem Mag load development and scope-checks prior to African hunts. ( I also use it on .264 Win Mag, 8mm-06 with 200-grain bullets, and on 35 Whelen with 250-grain bullets). I've never had any scope problems with my Leupolds or old Redfields nor experienced loads that failed to kill dead-now or mighty fast (I've never lost a 4-legged critter and only a few tracks have been more that 100-yards).
How do the rifle and stock know that they are pushing against a lead sled instead of a really big ol' boy with hard deltoids (muscles)? The lead sled still moves a lot and passes along some recoil into the shooter's shoulder. (BTW If you don't tighten the ring-screws sufficiently the scope can move forward in the rings.)
*** At this point I started to write the basic physics involved in explaining rifle recoil but after two paragraphs I figured why bother and hit delete.
A lead sled does not remove all recoil from the shooters shoulder. If your barreled action and scope (no stock) was bolted down to a welded steel jig set into a ton of concrete the scope would not be subject to any recoil when fired. If your rifle was bolted down through the stock to a large heavy object so that there was little/to no movement projected, the scope would feel only as much recoil as the stock might allow in the event of the stock collapsing and or breaking.
I use four 25 lb bags of shot and a PAST heavy pad on my shoulder and the sled still backs-up but I'm not developing a flinch and/or a sore shoulder with the sled doing most of the work. I shoot 500-grain A-Frames out of the .458, 300-grain A-Frames out of the .375, and 220-grain A-Frames out of the 8MM Rem Mag.
I've seen very few other shooters using lead sleds and never met anyone that has damaged their scopes or plastic stocks using a lead sled, have you, or is this more range legend and hearsay?