I'm sure there are others that have a lot more experience loading a 929 than I. This is some of what I learned loading for its cousin the 986. I hope this helps.
First you need to find the size of the cylinder throats. If you don't have specialty tools for this, use .356, .357 and .358 sized bullets. Nevada ED in the post above points out how to get samples. If you shoot coated bullets you want the first bullet that doesn't drop through the cylinder. In my case with the 986 .357 fell through, .358 did not. My cylinder throat is .357+. You could slug the barrel, but unless the barrel is way out of spec, the cylinder throats will control your bullet size. I read in this form and others it's probably .357. This is the reason I think the gun is inaccurate with factory 9 mm ammo. Your gun may be different. My only experience with this is my 986 and what I read.
Find some quality noon clips. I got mine from TK custom. I also use a BMT Mooner to load and unload the clips. It works great.
Get some quality brass. Be sure the brand works with the moon clips you choose. I had some problems with foreign brass. Normally I would just buy Starline brass but for some reason the brass doesn't like the titanium cylinder of the 929 and 986. Starline doesn't recommend their brass in these guns. They describe hard extraction. I don't know if this is a problem with other brands but Federal works for me both with extraction and moon clips.
A reloading complication in my case was getting a .358 bullet in a case designed for .355 without damaging the case or the bullet and still have the completed round fit in the chamber. At the time I posted a tread here to see how best do that. The link is here.
357 Diameter Coated Bullets for a 986?
After that, normal reloading practice applies. Use published loads from loading manuals or powder manufacturers, use a case gauge to test your completed rounds (mine go in OK but are a bit harder to get out than .356 bullets – but still ok) and be safe.
Good Luck!