What's your reasoning on this? Do you think there is a performance of accuracy loss? I figured that since S&W sold the conversion, that the difference between the .40 and 9 really is just the barrel and magazine.
S&W does not sell "conversions." They sell replacement parts. The intent in selling aftermarket magazines and barrels is that they be used on the pistols for which they are made.
The fact that it is possible to do a thing does not mean it is a good idea.
My reasoning, as stated before, is that the smaller diameter rim of the 9mm does not properly fit the larger diameter of the breech face of the .40 caliber slide, resulting is less extractor bite on the rim, resulting in mostly ok ejection, but nothing to trust your life to. Or, at least my life. Yours may not be as important to you as mine is to me.
In addition, the ejector on the .40 caliber will not strike the narrower 9mm case the same way, possibly affecting ejection. We are talking about small measurements here, and it sometimes works, but sometimes it doesn't.
I can't stop you, but if you call S&W and ask them about doing this, they will not tell you it is ok. Instead, they will tell you not to do it, or give you a disclaimer.
Again, the fact that people talk about buying 9mm barrels and magazines and "converting" their pistols should not be taken as any indication whatsoever that S&W thinks it is ok or approves of it.
To really "convert" a .40 caliber Shield to 9mm, you need a complete new upper assembly, new magazines and you have to change out the ejector in the frame, and perhaps other parts.
To "rig" a .40 caliber Shield to work with 9mm, with varying reliability, you can get away with a barrel change, and some would say, a magazine.