Ok, so we know the following things:
The identifable marking must be somehow inside the bullet. If it's on the outside it would likely be defaced or destroyed on firing or on impact.
The identifable marking must be registered somewhere and tracked.
10-12 billion rounds of ammunition are domestically produced in the USA per year, before imports.
Even if we manage to devise a system to mark the bullets, we have to track upwards of 10 billion items of data per year.
And even after that, ammo can still be stolen. You can cast your own bullets from lead. You can turn them on a lathe. Ammo can be smuggled into the USA just like anything else. And as you said, you can make your own ammo with hand tools.
When you figure out how to do this at a negligible cost lemme know.