Dear TEd: I found a site that gave a bit of history, that tied it to India:

"The round nose bullet of the black powder Mark 1 and 2 and the cordite Mark 1 and 2
compared poorly against the .303 inch Dum Dum rounds specially issued in 1897. This
cupro-nickle jacketed bullet, produced at the Dum Dum ammunition factory in India,
had an exposed lead nose which gave rapid expansion on impact.


I also remember reading that if WWI, if you got caught with hand-made dum-dum
bullets, they got used on you.