Copper tube was filled with it and capped off at both ends during bending. The non-compressibility of the lead prevented the tube collapsing during bending -- same effect as for dry sand. I think molten lead was used (as opposed to water, say) so the tube could be continually annealed during bending which would be impossible with any liquid which boiled below copper's annealing temperature. (I've got an old book on copper tubing which describes this, but it's currently stored in a box in different house, so this is from memory.)