Nickle cases work just fine be sure to use plenty of lube.
Modern pistol cartridge dies are made of carbide steel. No lubrication of the case is required for nickel or brass up through 445super mag! If you're using archaic/antique mild steel dies from prior to the 60's, then you would lube cases. Toss those dies and get modern.
To answer your .38spl die question.. You've got two dies. A sizer for .38cal and a bullet seat/crimp die. (yes, you could have a three or four die set with separate size, seat, roll/taper crimp dies.) The full length size die for 38spl is most often too short to completely size 357mag brass. Most modern carbide die sets since the mid 70's for 357mag would work fine and are often stamped 38spl/357mag. If you truly have a 38spl seat die, it would be fine to seat/crimp bullets loaded into 357mag cases.
-Steve