That's exactly what I do. (by the way, where are you finding cheap brass?)
Due to shooting large number of reloads, I have experienced some un-reliability here and there. Mainly due to bullet setback, or re loaded rounds not fitting in the magazine. Reloading a bottle-necked pistol cartridge takes skill. But even after you get the procedure down, there may still come a point where your brass isn't sizing properly for some reason. You have to pay full attention.
Overall, because how much effort I put into loading for .357 Sig, I grew to like it. And since it is the same power as LE grade .357 Magnum, of course someone like me who's a revolver person would grow to really like .357 Sig in a semi-auto. Finally a semi-automatic caliber, that actually makes sense, haha.
I prefer compact size semi-autos, and yea I'd recommend the Glock 32. Sometimes I do worry that the shorter barrel is not giving me the greatest velocities, but CDW4ME's testimony about the 1350 FPS out of his calms my worries about that. I am curious how .357 Sig performs as a hunting caliber though. It is limited because it was made to just perform as LE 125 Grain .357 Mag rounds, which are exclusive man-stoppers, but nonetheless I do have some .148 Grain loads I have to test still.
I loaded a good bit of 357SIG when I had them. They really arent any different or harder than anything else, but you do need to watch a couple of things.
Bullet setback and neck tension seemed to be the biggest issue at the time, and that was easily addressed by using a compressed load, like the recommended load of 13 grains of AA #9 at the time I was loading them. With a compressed load, the setback issue is pretty much negated. It was also a good, accurate load.
I also found using a 40 S&W sizer first, then using the 357 sizer made things a lot easier and I didnt need to lube anything. An extra step, but no biggie really.
One thing you do need to watch is, especially if youre scrounging range brass, its very easy to mix 40's in with the 357's, and if youre not paying attention, they will go right into the die a 40, and come out a sorta 357SIG. Very little difference visually, and just a couple of thousandths short. My understanding is, the difference in construction of the brass between the two is structurally different too.
I had it happen a number of times and came across 40 headstamped 357s while loading that I have no idea how many times I loaded them. It works, but I wouldnt do it on purpose, especially since the necks are short and neck tension is already an issue.
At the time I was shoting a lot of it, the prices were still low (same as 40 S&W by the case) and you really didnt save any money loading the round. The difference was about a buck a box of 50. Once the prices took off in that Obama shortage, that changed pretty dramatically.
Even so, 357SIG was not real cheap to load for, especially compared to things like 9mm. At the time, they required caliber-specific bullets, and the cheaper 9mm bullets didnt to work due to bullet shape. Still, it was a lot better than the $500-$600 a case it was going for then.