There are many people here who shoot reloaded .40 S&W ammo in Glocks. I do for my G35. The safety of reloaded ammo is up to you. By design and preference, my .40 loads have a lower power factor than factory ammo.
Be careful and very attentive. Start loading on the low end of the powder recommendation in the manuals. Did I say that you should be careful and attentive?