That fill up and push the bullet in is a muzzle loader. For hunting deer in the state you can't use rifles archery, shotgun and muzzleloader are your only choices. I love my muzzleloader. Out too 200 yards I can hold 4" groups.
Personally a .40 is the hardest caliber handgun to shoot. Most are built on a 9mm platform so they have more snap to them. The only .40 I like to shoot is the HK Usp .40. That gun was actually built around the .40.