No, using a lead rope isn't ideal and can confuse him and may even may him chew lead ropes in the future. Think of you horse like a child, a young baby that is exploring the world. He is facing a future of being ridden and having bits in his mouth so why not start him off the best way possible, gently, kindly and very slowly. No over large bits, no cold metal, softness is key and he will learn to accept the bit as if it was a normal part of everyday life.

Putting a lead rope through the mouth is harsh and should never be used except in an emergency to prevent danger or an accident. It is a very old method used on stallions and wild horses etc and many have had their jaws broken and lips cut and torn.

Don't rush, you have ages yet, enjoy the baby years. Mouthing doesn't need to start for years.

Do you have a friendly instructor or person that is BHS trained and that can help you in person?