Congrats on the S-40!
The S-40 is a fine weapon built from the ground up to be a .40 caliber handgun, which was a major consideration when I purchased my M-40 almost two years ago now.
Two things about your post I feel I should mention:
1) You want to avoid loading a round directly into the chamber yourself as previously stated this is hard on a pistols extractor and will most likely lead to some failures to eject. Best way is to chamber a round directly from the magazine, place the weapon on safety, extract the mag and load another round in the magazine...now you'll have that +1 round you want. Of course how much of a difference will that one round really make?
2) Sounds like you're using some great weight for you rounds the FBI recommends .165 gram rounds and I use the Speer Gold Dot .165 gram JHP for my CCW load in the summer and .165 gram FMJ CCI Blazer for target ammunition. I've seen ballistic data on .180 gram vs. the lower .165 and .155 and am convinced that the .165 is the way too go. However, I stay away from Wolf pistol ammunition as I have heard some horrible FTE and FTF experiences of Steyr pistol owners using Wolf. That said, I love Wolf .223 for my carbine and think they make great rifle ammunition.
Just my two cents in trying to give what knowledge I have about Steyr pistols to one of my Steyr brothers. Steyr's are built to tight tolerances and don't react well to certain brands of ammunition.