Is there a word for the tendency of some metals to make crayon-like marks on other metals? For example, a lead bullet makes faint marks on some steels, but not on others with a similar surface finish.
"Galling" is probably the word you want here. It's the tendency of a (usually) soft metal to break down under pressure and adhere to the harder material.
It's common with soft metals like aluminium, so that's why I think this is what you've noticed on lead too. However harder materials like stainless steel can gall too in certain circumstances, so it's not a hard and fast rule.
(The authoritative place to look would be to read up on Tribology by the way - that's the field of surface wear and other effects.)