I know of people buying a rock tumbler, but designated pyro ball mills are not terribly expensive. This site seems to have some for under $100 USD.
The biggest thing is that no matter what you use, you absolutely must use a non-sparking media (preferably lead). There are even reports of glass/alumina media causing bad accidents, so stick to lead balls for your safety.
Since lead media (and the shipping) can get expensive, I personally make/made my own lead media using a shot mold like this and just melting old fishing sinkers. It's time consuming but you can make 50-60 balls in an hour and then clean them up easily with a grinding/stiff wire brush wheel.
It's also worth calling your local gun shops to see if they carry lead shot.
I'm sure that would be fine. I use this stuff for both pyro comps and for making trimethyl borate so I can vouch for its quality, but it's a little more expensive per oz (though cheaper overall).
Honestly if you are using it only for pyro then 6oz is probably a lifetime supply so the per oz price may not matter and it may be wise to get the cheaper/more convenient bottle that I linked. I personally hate bags.
Regarding pressing/pumping vs cutting, I imagine it does not matter. In fact I would think that pressing might be better since it requires less water, but maybe try both and see what works best now that you'll have the boric acid.
I'm not aware of any one specific book on this premise (which means you have an opportunity!), though many books touch upon the subject in introductory chapters, or have bits and pieces here or there.
This probably doesn't fit the bill, but Dr. John Conkling wrote "Boom!" about the history and his time with the pyrotechnics industry, mainly 20th-century: https://www.amazon.com/BOOM-Americas-Ever-Evolving-Fireworks-Industry/dp/0794845541
No problem. As I alluded to, some people swear that 2FA is all you need for everything outside of 4"+ shells, and they aren't wrong, but a little variety in size is also nice to have.
If you don't want to invest in multiple screens or other tools then there's nothing wrong with using 2FA for everything, and you can make a screen for like $10-20 and a trip to your local hardware store.
I do recommend just making it a habit to stop at thrift stores or check out the kitchen goods section when you're at dollar stores or other cheap box stores. I've picked up so many good screens over the years for dirt cheap by just repurposing kitchen goods. I've got a bunch of this style screens in various mesh sizes, and I granulate my small BP through a handheld one like that that's around 10-12 mesh.
Pulverone is just another name for somewhat fine BP. 40 mesh is the standard size, but a little bigger or smaller is not the end of the world. You can use a window screen to granulate it, or a metal kitchen strainer. You might even be able to find a cheap flour sieve at a place like Walmart (or buy that one on Amazon). I get all sorts of random screens/strainers from thrift stores as well - that's worth a short.
As far as the milling aspect - you want the pulverone that you use to fill around stars to be as hot as possible. It contributes to the break. Ideally it would just be a finer version of the same BP that you are using to burst the shell. That said, as long as your main BP burst is pretty strong, a slightly slower powder around your stars is not the end of the world.
If you can find commercial black powder locally, 3F or 4F works great. It's expensive, but it's nice to have some commercial BP around anyway.
A little pricey but the reloaders are buying up much of the smokeless these days, so prices are up. Homemade needs to be well-neutralized and stabilized (diphenylamine is the most common stabilizer in smokeless formulations), and batch-to-batch consistency is typically very poor. Pyrochemsource had NC (12% nitration--the minimum you want) in his online catalog until recently ($16/pound), but seems that's not getting restocked. One other pyro vendor out west may have the same, but they are known criminals and rip-off artists, so you can locate them without assistance. Smokeless is the easiest way to go. Single-base and double-base all seem to work pretty much the same for crackle/DEs; it that's what you're making, consider using phenolic resin or another binder like the Chinese do... Ping-pong balls are hit or miss these days, with NC well on it's way to being phased out and replaced with a polymer that doesn't burn so nicely--NC balls will have a distinct camphor smell (the stabilizer) and burn with a vigorous orange flame with no smoke. They also only weigh about 3 grams each.
Classic old-school is to use wooden-balls. I use lead sinkers. I've used grinding-media from Harbor Freight (they're 1/4" ceramic-like pyramids).
https://www.amazon.com/Wood-Ball-Unfinished-Projects-Supplies/dp/B07CQRBFXZ
Lead is the only acceptable material for home ball mills. There have been serious accidents with glass and ceramic media across the pyro community as a whole.
Lead sinkers can work in a pinch but the hole in them can accumulate some powder inside. You can use a torch to quickly melt the hole shut, or you can buy something like this to cast your own balls. I used that exact mold to make about 100 milling balls last year. A bit time consuming when you include the finishing time (pliers and a wire brush wheel) but it was a lot cheaper than buying a big bag of 50 cal shot and paying for shipping.
Commercial products like that one are rarely viable for pyro use, especially in aerosol form. Often they have a lot of plasticizers or other resins in them that affect the performance of the final product.
The vast majority of pyros make their own NC lacquer from acetone and smokeless powder. If you're unaware, smokeless powder (or SP) is modern "gunpowder" which can be purchased at gun stores or online. Call your local gun shops and ask if they have smokeless powder - it's usually about $10-$20 for a can that will last you years.
Once you get the SP, weigh out a given amount of acetone and then add 10% (by weight) SP and stir/shake it really well. This stuff can be tricky to mix and store, but what I find works really well is the small bottles of acetone you can find in the nail polish section. Since they are designed to hold acetone indefinitely, they have no problem holding NC lacquer.
In fact my routine is as follows: buy one of those little 8oz bottles of acetone from the beauty section, discard about 1/3 of it, pour the rest into a tared beaker and weigh it. Then pour that weighed acetone back into the bottle, weigh out 10% of the acetone mass in SP and pour that into the bottle as well. Shake the hell out of it.
You now have NC lacquer in a bottle that will store for years if you keep the lid on tight. That amazon link shows 8oz of acetone for ~$10 but it's likely about $3 at your local drug store.
I would highly recommend reading, a lot. Start with Tenny Davis, and go from there.
https://www.amazon.com/Chemistry-Powder-Explosives-Tenney-Davis/dp/0913022004
Also, expand your understanding of the laws surrounding making ANY explosives.
https://www.amazon.com/ATF-Federal-Explosives-Law-Regulations/dp/1601704755
You can call the local ATF office and they will send you one of the Orange Books.