TKs will work in the 940. The S&W 940 clips will not work in the TK-modified J-frames (too thick, cylinder won't close).

I discussed this with TK Custom on the phone before I sent my M60-4 cylinder in for the modification, because I had intended to use clips from my 940. The TK clips are pricey, but easier to load/unload without a tool than the S&W clips.