Yes you sure can. I use my 9mm Glock mag loader to load mags for SIG P229, Walther P99, Steyr M9-A1, Beretta 92, and Steyr GB. The only 9mm I have that it doesn't work with is HK USP. The USP mags are too fat.
Note: SIG P226 mags fit in the 229 of the same calibre.
Glock loaders in 9mm or .40 are the same, I believe, or really close. They should work interchangably.