We have one - but we don't use it because your sight picture in the scope changes when you use the lead sled. Part of sighting in a rifle is cheeking the stock and looking directly down the scope - just as you would if you were out in the woods hunting deer / bear / elk etc..
It's not very practical if you are trying to site in a pump action rifle either - because you have to take the rifle out of it every time you put another round in the chamber and that changes its point of aim from one time to the next.