The locking lug is rarely any problem with Krags shot today. Pretty much all factory ammunition made for the 30-40 Krag is fine to use in these old Krags if your Krag is mechanically sound.

If you have a sporterized Krag, it may be important to have it checked to make sure it has not been re-chambered for another cartridge. Occasionally a shot out chamber is re cut for a larger cartridge like 35-40 caliber. This is quite unusual but it should be checked by someone appropriate to make sure the receiver and chamber are sound. Check the barrel to make sure it looks clear of any obstructions and there are no bulges anywhere. Make sure the bolt looks Ok also. Then get some Remington or Winchester factory ammo and blast away!

I may be over stating the obvious about making sure your Krag is fine to shoot but we never know what has been done to some Bubba-ed Krags out there. We want you to be safe.