I think it's "quaintly" interesting that alot of people have had the exact same issue with the SIG P238 which was caused by a couple of different reasons that all compounded to really frustrate alot of people.
First, it's the new gun thing, everything is still new and springs are often stiff, particularly magazine springs. This shows up with mags at or near full capacity and the pressure is strongest. If anything else is out of alignment the increased pressures force the feed problems into play.
Next, the P238s had a feed ramp issue and when guns were sent in for the problem they were coming back with reworked and polished feed ramps.
The original recoil springs were too weak not providing enough energy to reliably chamber the next round following a shot. SIG has replaced these with newer flat springs which are much longer then the originals and provide a longer more consistant and forceful movement.
Remember those really strong mag springs, they put too much pressure on the bottom of the slide during recoil cycling and forced rounds into incorrect feed positions. Added to the weak recoil spring you can see what was happening.
And some people had problems with the mag itself in that it wasn't shaped exactly right, there have been two revisions of the mag and they are shipping with the rev 3 mags now.
So, get better mags, check out your recoil springs and compair them with others of the same type, and stick with ball ammo until you have got those guns shooting really well.
Last notes, lub those slides and stay away from cheap ammo and ammo with steel casings and you should have these guns shooting well.