Welcome to the 357sig world. I actually tested a few loads last week, but haven't posted my results yet.
Setback is definitely an issue, so my suggestion is to load a few dummy rounds and test for setback. My setback test is cycling the dummy round manually through the gun 5 times, and then finish it off with a bathroom scale test. There is normally a bit of setback, but if it is minimal, then you are good to go. You still have to do your plunk test to ensure the rounds fits your barrell.
My process is:
1) Clean cases
2) Debulge with a Leed .40 FCD (internals removed) push through. A little bit of case lube works well
3) Resize with Lee 357sig die. Should still be enough lube from the debulge
4) Clean to remove lube
5) I sort by case length so that I can load by case length. It gives me a bit more control over the amount of belling/expansion. Keep it to a minimum
6) Prime, expand, powder. Using the Lee expander die.
7) Lee seating die
8) Lee 357sig FCD.
I adjust the expansion die and Lee FCD every time for a different case length.
I had some Starline cases before and had a tough time making them fit my barrel, and even setback issues. These case were put aside until I started using the debulger, and now the Starline cases are also in the rotation. The debulger is a bit more effort, but I think it does a great job.
I have never used AA#9, but it should be good. All these work well: BE86, Unique, Longshot, Power Pistol, CFE Pistol. Lately I have been loading with W244, which gave me very good accuracy at around 1300fps.
RMR makes some good bullets for 357sig, but there are some other excellent bullets also. One of the is definitely Montana Gold 125 grain .355 JHP bullets.
Good luck an be safe.