I wouldn't try to lanyard it. I think that's what you're asking, maybe get a good secure but light holster to give you some piece of mind that it's not going anywhere. Trying to add a lanyard to something that will be in you waistband (I assume) seems like a tangle or a dick injury waiting to happen.
I carried one for about 6 months and I never noticed it was there. the only gun I've owned that was small and light enough to carry in a cargo pocket. Recoil with Buffalo Bore 125's and 158's was a lesson in brutality for sure. Nothing I fired through my 329PD compared to the palm beating of that little 357 bastard.
I've heard that too, that the .44 isn't has harsh as the .357. It HAS to be the most BRUTAL of all recoil in a handgun. And yeah, with full power .125gr. Gold Dots, it is damn harsh. Downright painful, and it isn't for everyone. I imagine a day will come when I can no longer handle it. But for now, it is one of the best CC revolvers around, if you want light and well made.
I don't know about the lanyard. I know there is a lug for one, but I've never heard of using one CC. Like I said, I just pocket carry, or put it a cargo pocket if I have the Glock too. A pocket holster would be more ideal, I think one day I may get one from Milt Sparks --I have three of their IWB VM2's and I love those. Great quality for the price.
If all you shoot is +P's, then I suppose either a +P special or a .357 would work. I thought the 340PD only came in .357 though.
Finding good full power .357 ammo that works well in it is key. Some ammo is crimped lighter than others and the recoil of this beast is enough to actually unseat the fifth round to the point it will jam. I've tested the stuff I'm using to around 15+ shots before it will jam (reloading the fifth round the same round each time). Another brand went 6 (Hornady?). So beware of that, test what you plan to use in this monster.
Another thing to beware is that the little lock they come with can and has actuated under recoil in some circumstances with the .357. I guess it isn't as big of a problem in larger weapons, but in the scandium ones it has been. So what I do, and I'm not recommending this, is to take it apart and simply dremel and/or file off the pin on the key flag. Then it all goes back together, no holes, key appears to work fine but the lock just doesn't do anything. If you did this, you'd either want to disclose it in writing or else buy a new flag from S&W and keep it on hand to change back for if you do sell it. All of ours are either lock free or lock disabled now. I prefer lock free weapons, many were made better, but there just are no scandium ones generally available that have no lock. Supposedly police departments can order them lock free. But I doubt they are ordering scandium either.
While you have it apart (if you do) there are trigger spring kits that can modify the trigger pull, perhaps more to your liking. I got several and just played with them with the J-frames and found what felt best for me, went and made sure it was reliable. Big changes can make them unreliable, stick to small changes in spring weights if at all, and don't reduce the hammer spring.
Yeah, when carrying your own perceptions of others seeing you can make you, in fact, give yourself away by checking on your piece. Eventually this will go away. You'll get better at carrying, learn to go with quality holsters and not junk, and then just walk around normally and nobody is usually ever the wiser. But I know what he means by checking on it --it is so light you forget you have it sometimes, even in your pocket. You wouldn't understand unless you had one.