I had many FTEs on mine while using WWB. Switched to Federal Champion at the advice of someone on this forum and although not perfect it was substantially better. Had no FTEs with Remington Golden Sabers.
Also had a grip screw work lose and lost. Called Sig and they sent me a grip screw and suggested blue Locktiting it and the other 3 as well. I explained the FTE problem to the rep and ask if they had reports of anyone else having this issue. He said they had not and although WWB is not "premium" ammunition the pistol should still cycle it correctly after a proper break-in period. Sounded like a cop out to me but I'm going to give it a few more rounds before I bitch too much.