The "do not use reloaded ammunition" statement has something to do with the warranty.
My Glock never saw a factory round either. Fired a few thousand rounds out of her before I sold it. Functioned flawlessly.
The only problem I encountered was the well known "bell" at the bottom of the case, as Glock doesnt have a fully supported chamber ( some of your bullet sticks out of the chamber... its not fully in the barrel, this causes the shell to get a chubby base).
Not a problem, fire the brass a few times, then replace it.
Reloaded ammo costs about half the price of factory ammo, and if all you want it for is punching paper, its probably the best thing to do.