I would recommend you look for bullets of either 155 or 165 grains for practice loads that match your carry choice. I would NOT recommend anything lighter because those 135 grain loads will be Flinch Builders AND too light to provide adequate penetration for Defense. Out of a shorter barrel bullets in the 155 and 165 grain weights will provide a good balance between mass for penetration and velocity for expansion. If you are loading for a 4 inch or longer barrel then going up to a 180 grain bullet is more suitable.
As for specifics, I like the Speer Gold Dot, it has an excellent reputation for functioning as expected. My carry choice is the high enerby variant of Speer's 165 grain Gold Dot offering that clocks in at 1150 fps from a 4 inch barrel. Out of the 3.6 inch barrel in my P239 I would expect a velocity of about 1100 fps. For a practice load I use a 165 grain Extreme Bullets Hollow Point loaded to the same velocity using Longshot.
For simple target shooting and plinking in the 40 caliber I prefer to load with 180 grain bullets, usually a plated bullet from RMR or Extreme. I also load these rounds so that they match the performance of Federal's 180 grain Champion offering at 950 fps. My powder choice for this is 5.4 grains of IMR SR7625.