Unless you're using the heavyweight hunting rounds in your .357, I wouldn't worry about overpenetration. Most SD load are designed to expand and lose most of their energy before exiting the human body. If a round goes through a body, it won't have a lot of "oompfh" left. Besides, what is often considered "overpenetration" in documented shootings isn't the rounds that hit the BG, it's the rounds that missed.....
As for practice, the old-timers had it right....use .38Spl's for 75-80% of your practice so you get the basics down (sight alignment, trigger control, etc.) and use the rest for acclimating to the .357Mag's recoil and flash. In fact, you could get a DA .22lr and break it down further.....50% with the .22lr, 30% with the .38Spl, and 20% with the .357Mag...and still do well. Just remember to brush out the chambers before going from the .38Spl to the .357Mag.....