johnnyb, I was going to answer this last night with something like, "I really don't know, but it certainly isn't Winchester."
When I load up some rubber, primer powered, bullets, the Winchesters always leave a lot of soot in the gun and casings. Same for CCI. But, since I haven't tried Fed or Rem in this way, I can't say which is cleanest.
But, it's going to be hard to answer this question because firing a primer with practically no pressure build up may not be the same as when powder is added and the pressure is high. They might act differently.