Laser engraving on metal is a thing. It can be very fast, but not quite fast enough to keep up with the machines making the bullets. The bigger problem that this idea faces is the shear number of bullets manufacturers would need to serialize. It would be necessary to have a lengthy serial number composed of alphanumeric characters in order to uniquely serialize every single bullet made by all manufacturers. There would not be enough space on the casing to record such a lengthy serial number. And the databases for recording these serial numbers would be difficult to maintain in a usable and accurate fashion and it still won't track bullets that changed hands after the initial sale. It's a stupid (((idea))).