I've not had any problems pulling .40 cal. with either the collet, or the kinetic puller.
The trick with the kinetic puller is to smack it hard and on something solid, such as a piece of steel plate, or concrete. It generally take 2-3 whacks. Most that have problems with these type pullers, is primarily the result of smacking it on a wood surface or other similar surface, which of course absorbs some of the kinetic energy. Also, after each whack, check the shell holder to make sure it hasn't loosened any, that too can be counter productive to the kinetic energy transfer.
As for the collet puller, I have the RCBS, and it works fairly well for non roll crimped cartridges, such as 9mm, .40 and such. But, I don't know how well it will perform with plated bullets. But I had terrible results with jacketed .357's, I ended up deforming the bullets cause I had to apply so much tension to the collet to get a good grip on them. However, on Gold Dots it was a totally different story, they didn't exhibit any deformation. So the only way to know is to give it a try on those plated .40's and see if it will work, I would think it would considering they are only a taper crimped round.
GS