@GuysModel94 Yes, I've done the conversion in a Glock. I actually went the other way, from a .40 S&W to a .357 Sig. I had a model 23, which is the mid-sized .40 S&W, and I simply dropped in a .357 conversion barrel. It really is that simple. The G31 and the G32 are virtually the same pistol except for the barrel and the number stamped on the side. The .357 Sig is simply a .40 S&W case necked down to a 9mm bullet. Thats why both cartridges can use the same gun, the magazine, breech face, extractor, and ejector are already the same. Simply pop in the conversion barrel, and you're ready to go.
It's kind of neat to have two pistols in one. You can get conversion barrels from BarSto, Lone Wolf, KKM, Glock, EFK Firedragon, or Jarvis among others. Some people choose not to go with a Glock factory barrel because they have polygonal rifling that is not meant to shoot lead bullets.
While not necassary, I did two additional things to my Glock. I swapped out the factory plastic guide-rod for a stainless one offered by Wolff Springs. Some say that the plastic guide rods may become brittle in extremely cold weather, but I don't know if this is true. The steal rod is stronger, lets you play with different spring weights, and puts weight forward for better control. Glock tends to put "soft" springs in their guns because they must function with all commercial loads and shooters. Light loads, for example will take recoil energy out of the spring. A small, less-rigid, or limp-wristed shooter will also take recoil energy out of the spring because they may be letting their arms come back as they fire. Light springs ensure function in these situations. I found that I achieved better results with a spring from Wolff that was a little over factory weight. There is less battering of the slide and better control that way. If your Glock is throwing your brass a great distance, it may be an indication that you'd benefit from a heavier spring.
On a final note, I bought a .357 conversion barrel that was one inch longer than my factory barrel. My reasoning was the the .357 barrel has a smaller internal diameter (outside diameter is the same to fit slide), and thus less volume to burn powder. The longer barrel gave me weight forward, more volume to effectively burn powder, less muzzle flash, and higher velocities. Remember, the .357 Sig is like a 9mm on steroids, it really screams.
Some people really like the South-Korean Lone Wolf barrels because they represent a good value. Personally, I don't like the cartoon wolf they put on the barrel, so I went with a different brand. If you have questions on barrel brands, there are many threads covering it. I know you'll love doing the conversion.