The KaBooms that tear pistols up seem to be mostly .40 caliber. And speaking from personal experience with .40 and my own reloads, a split case is not anywhere near catastrophic as when a case blow out at the base. And that is where the "Glock smile" comes in. The area of the case that is getting stressed is at or near the base. When it lets go there it's right at the feed ramp, and that will funnel the energy back into the mag and surrounding area of the gun.
I have had the unpleasant experience of having a .40 case blowout, with the floorplate of the mag blown off, with the spring, follower, and remaining rounds in the mag all being quickly ejected at my feet, with a pretty good shock to the shooting hand. This was with a Tanfoglio CZ pattern gun, actually a Springfield Armory product. I am lucky I had a steel framed gun, I don't think a polymer frame would've survived.
I have never had any problem with 9mm or .45ac; they will split if they are old enough, but energy deposit all seems to be into the chamber and down the barrel. The .40 guns that have been built on 9mm frames sometimes have feed ramp and chamber geometry that is somewhat compromised in the interest of reliable feeding, which is to say an unsupported area at the ramp. Put that together with weakend brass, and you can have a bad result. Fortunately, manufacturers are smart enough that they have given this issue some attention, and in the case of Glock, for instance, the changes from one generation to the next have included improved case support.
I keep this at my loading bench, right at eye level on a shelf where I can see it every time I look up. Just a little reminder...
I'd say to the OP, be safe, and enjoy your MP Compact 9. It sounds like you are certainly being cautious. But don't be over-cautious, to where anything that's not perfect in your reloading scheme causes a panic. Study up, use the search feature on the forums, and ask questions when the first two don't do it. But don't let fear get in the way of enjoying shooting and reloading as hobbies.
Just my humble opinion, of course.