As long as your guns are in sound condition it should be ok. Pointed bullets do not create a safety problem in a Krag as far as I know, unlike a tubular magazine where the cartridges are stacked with the bullet against the primer in front of it.
But if you look at previous posts some have had difficulties running a pointed cartridge through their Krags. Round nose bullets seem to be smoother. If you have difficulty with your Krags you can always load them one at a time. Quite a few say they like the 180 grain to 220 grain round nose bullets. Even if you don't reload, save your brass. Seems to be a high commodity for the Krag these days.

Google "bullets". There are any number of suppliers out there. I assume you handload? If not, you may want to start, or find someone to load for you. Factory .30-40 is getting scarcer and scarcer. Always save your fired brass.

The main "problem" with the Krag is feeding. The army didn't care as they used ONE standard round - for which the action was specifically contoured - and which fed just fine. Another issue not often discussed is the possibility of rim-over-rim stoppages. Again, the service round is long enough to fill the space available so as to prevent, or greatly minimize this; but throw in a handful of cartridges with 110 or 125 grain bullets and they can jam.

If using a Krag on dangerous game it would be wise to make up a couple of dummy rounds (no primer, no powder) but with the bullet of choice crimped to match your exact OA length, to be sure they feed smoothly.