I am unsure about that link Rainbowbob posted, it goes to a pair of square butt K service grips. Perhaps there was a problem.
I have only seen one aftermarket maker for a Model 40 in recent times, and at the moment, I can't recall who it is. Because of the safety integral to the grip frame, standard J grips do not fit them. I believe back "in the day" Ajax made some for them, or of course the original smooth wood ones S&W fit them with. You will need to do some hunting, most likely, on Ebay and the like.
Other options are to call S&W and have them send you a pair, or ask them who makes theres (it may be Altamont - see if they offer them).