surveyor:
I've never really done any reloading.... Can't say how the .40 would be any more difficult, other than an idea that the working power range might be rather tighter than most people are used to. In short, there are only a few good loads, maybe. I know (I've been reading about this stuff for more than 40 years) that the .38, for example, can be loaded in ways that are difficult to describe without blushing

.... (Or running from the range....)
redsfan:
The M66 should be fine with anything that's happy in that design.... I'd suspect that your dealer (or whoever told him) just didn't know what was necessary. You don't have to get silly about absolutely matching the load to the gun, but you do need to deal with the "well, you really didn't need that forcing cone anyway" issues....
You might run into a semi that gave you problems - very wrong loads or somebody tinkered with something or other, but the usual suspects ("suggested loads" from the various manuals) all ought to function reliably. (YMMV with respect to the guns willingness to feed various sorts of projectiles, though.)
It
is possible that some manufacturing defect (stacked tolerances maybe) cause some reloads to have primers that project too far out of the case to let the cylinder, or case head thickness issues, or even extractor problems, but a good smith ought to be able to at least diagnose these.
A buddy of mine lucked into a beautiful Springfield EMP (9mm near-clone of a 1911) a couple years back. The original owner paid full price, more or less, put a few rounds through it, and returned it - swapped for something else. My friend got it for about $400 under MSRP!
He brought the gun out to our club range and basically couldn't get two rounds out of it in succession without much cursing and a stick....
Thinking about limp-wristing, he asked me to try it. I put some WWB through it with no problems. (My XD9SC does some interesting things with my favorite reloads

)
Then the light came on.... The thing wouldn't extract.... Dirty or small chamber? Close.... Joe's casings came from a sort of random cache that included a lot of cases that came out of Glocks.... Glocks have an area of the chamber that's essentially unsupported, and the result is a bulge in the case. The EMP didn't like those at all.... Joe's other 9mm, a Beretta M9 variant, didn't care....
Something under $30 for a special full-length die to clean up those cases! (He also bought one for .45ACP 'cause he was occasionally having minor problems with a 1911. Fixed that, too.)
Anything can happen....
Regards,