You can legally buy a blackpowder pistol or long gun out of state... and transport it back. Cabela’s is a perfect example of a source, but you must go there to get it. Just follow all NJ transportation laws... such as not leaving a pistol in your car as you go out and get groceries. However, it is not legal to have one shipped to NJ... unless it is going to a FFL, and you are using a pistol permit to get it.
But it must also comply with NJ laws. Example... Cabela’s offers a 20 gauge blackpowder shotgun, with a barrel under 12”. Federally, it is ok... as it isn’t really firearm, and definitely not a shotgun. Can’t be a short barrel shotgun (which would require a tax stamp in other circumstances; a modern shotgun). NJ considers it a shotgun, and state law has shotguns under 18” barrels illegal (lumped in with stocked pistols... even if exempted from a SBR tax stamp, and other short barreled rifles). It is truly funny, as the shotgun shell “firearms” were viewed as ok by the NJAG, but a blackpowder shotgun is not. Same with BB guns... like that one with that deadly “silencer” on it.
Converting it to a standard cartridge isn’t a big deal... since it is already a pistol in NJ’s eyes. Could you get jammed up from it (having the revolver, not the conversion)? Maybe... but just keep the receipt so you can prove where you bought it.