You need the LEE 40SW FCD, not the regular seating die.
Screw out the top half of the FCD with the crimp ring. Now you have just a hollow tube with a carbide post-sizing ring in there.
Now take a 9mm case and cut it down to 10-12mm, or so. Fill it with epoxy. After it hardens, sand the top flat. This is you "pusher." Put it in the shell holder. This pushes the 40 cases all the way through the FCD until they pop out the top. If your "pusher" is too tall, it'll take extra effort to pop the rims of the 40 cases through the FCD. You want it to be short enough where you get the maximum leverage, here.
Now roll up a piece of paper and stick it in the top of the FCD. This prevents the mouth of the 40 case from getting dinged on the threading as it forcefully pops through.
You just balance the 40 case on top of your "pusher" and guide the mouth into the FCD, then press. Hard.