Lots have used them with great success. The breech face diameter difference will give a small level of issues, which is why that caliber conversion should not be used for critical applications.
If you already reload, I don't understand the need for the conversion. The cost to reload 9mm and .40 is very nearly identical - yes?
If you already reload, I don't understand the need for the conversion. The cost to reload 9mm and .40 is very nearly identical - yes?