Bigger bullet doesn't necessarily mean harder to shoot. The .357 Sig has higher muzzle velocity, meaning more muzzle flip usually (ie tendency of the nose of the gun to jump upwards). That is the biggest factor most people think of when considering "harsh" recoil in light calibres like you find in mid-size Glocks. The .40 S&W has higher bullet weaight meanign less velocity and less flip, but will prduce more push (push is the gun actually pushing back into your hand). Given the way a Glock (and any other polymer framed gun) is designed, flip tends to be much worse than push.
In essence, all of a Glock's weight lies in two areas, the slide assembly, and the magazine (though the magazine changes weight as the rounds are fired). The frame weight is minimal. This means that all of the constant weight sits at the bore line (the barrel axis is called the bore line) and is thus above your hand. If you are familiar with the idea of center of gravity, you rapidly realize that a Glock's CoG is above your hand. With no real mass in your hand to help stabilize the action, the gun flips up more. There is no real way to correct this problem, so you really just have to train your way around it.
The push side of the equation is another story in Glocks. The polymer frame is VERY good at flexing (by design) and absorbing an awful lot of push, and thus felt recoil. If you were to fire a .357 Sig in a full steel-framed pistol (if such a thing is produced), you would find less muzzle flip, but more impact on your actual hand. The Glock eats push, this makes them much less painful to those sensitive to recoil, even if muzzle flip is a problem.
So, I would try switching to .40 S&W as you might find the increased push much more tolerable than the muzzle flip problem that you are likely experiencing. Personally, I find that all mid-range calibres in non-concealment pieces are negligible, but I've been shooting for 20+ years (much of it with magnum revolvers), so my recoil tolerance is higher than most. Muzzle flip is just as irritating to me as it is you though, so I've had to learn to work around it with my Glock.
Like I said, give it a go in .40 S&W, the experiment might save you some money, and if not, you can recap some of the outlay from the added value of a calibre conversion.
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