Dand,
Auto pistols are controlled feed. They are designed to feed from the magazine. As the round is stripped from the magazine, it is captured by the extractor and held against the breach face in the feeding cycle. Loading the chamber manually, and dropping the slide, will damage your extractor. I have no first hand knowledge of this pistol, having only handled a couple. Not a fan of the .40 either, but any good hollowpoint in the 150-165gr range should do the job. Hope you two get along well!
Savage