Just got my 35 a couple of months ago. Installed a Dawson Precision fiber optic front sight, a beaver tail grip, and am waiting on a Dawson Precision Ice mag well. Really like the fiber front sights and have yet to shoot with the grips and mag well. Got the mods for fun not for competition.
What to do with it... SHOOT IT!!! What is wrong with it? What is it doing that makes you think something needs to be done to it? (I'm asking seriously, not to be a jerk.) I'd guess if anything NEEDS to be done, it would be to swap out the sights for something better.
My duty gun is a 35 and it is probably my favorite handgun of all time, though I'm not at all a .40 fan. Mine has got several thousands of rounds through it and several decent performances in various competitions under its belt. The only thing that has ever been done to it was to put Ameriglo Pro I-Dots on it and to change the springs at regular intervals. There is absolutely nothing else I'd consider doing to it.