Expanders are very hard, and they are case hardened not hardened all the way through. You would have a very difficult time turning one down on a lathe, and you would probably would not be happy with the finish. You could grind one down with a tool post grinder, but then you may go through the case hardened surface and you would have to re-case harden it.
By the way, I have 9MM shell expanders in stock.
Bruce Williams
Star Machine Works