First off, if you're not running SIG mags, which are Mec-Gars, you need to be.
MecGar started doing all of SIGs mags a few years back, and I have heard of no probs w/ them. If you have an older pistol with SIG mags, it is possible the mags have gone south, things do happen. HOwever.....
The video showed a stove pipe. That is typically an extract/eject problem and ususually not traced to bad mags. Pretty sure a stove pipe is the result of low slide velocity (in recoil). If the pistol is indeed lubed and cleaned and you are using factory ammo, then......
Check the recoil spring. SIG recoil springs have an open and a tight end, and the tight end should fit on the recoil spring guuide rod FIRST. Think Tight is right. I have seen a backwards recoil spring induce failures. Springs are cheap and an easy fix, and if the pistol has a round count on it that is very high at all, I would swap it out anyhow.
Also, the new grips could possibly bearing on the hammer main spring. Enough pressure there MIGHT slow or retard the hammer as it is cycled by the slide, inducing low slide speed as mentioned and thus a failure. Abstract, but possible.
Finally, inspect the ejector carefully, compare it to a new on, say on a shop pistol if you can, to see any difference on its face or configuration. Any diff in the face or the angle on the face, or length, I would swap that.
I'd do all this incrementally, so I'd know what effected what.
That SIG out to run like a top. Good luck