Mapman, mu-metal is great for magnetic shielding but it is expensive and difficult to form since after bending it has to be annealed.
Choice of lead is not the best because it is toxic and has high resistivity - 10x higher than aluminum. RFI can get in thru capacitive or electromagnetic coupling. Capacitive coupling can be defeated by shielding but electromagnetic is different story. Non-magnetic copper or aluminum shields don't protect but induced high frequency current travels on the outside of the cable - shield, because of skin effect. For lower frequencies skin effect doesn't work but wavelength become too long for cable to be antenna (Antenna has to be >1/10 of wavelength to be effective). Problem starts when cables are too long.
I would just use good shielded cables and save lead for a rainy radioactive day.
Choice of lead is not the best because it is toxic and has high resistivity - 10x higher than aluminum. RFI can get in thru capacitive or electromagnetic coupling. Capacitive coupling can be defeated by shielding but electromagnetic is different story. Non-magnetic copper or aluminum shields don't protect but induced high frequency current travels on the outside of the cable - shield, because of skin effect. For lower frequencies skin effect doesn't work but wavelength become too long for cable to be antenna (Antenna has to be >1/10 of wavelength to be effective). Problem starts when cables are too long.
I would just use good shielded cables and save lead for a rainy radioactive day.