I've had similar problems with the combination of Pyrodex & CCI #11 caps. Usually it shows up as hangfires with a distinct delay between the cap popping & the charge igniting. However sometimes I have to pop 2 or even 3 caps to get a chamber to ignite.
Pricking the nipples probably won't help as I don't think a clogged nipple is the problem, but switching to #11 magnum primers made a huge difference for me. Maybe try that?
Allan Quatermain: “Automatic rifles. Who in God's name has automatic rifles”?
Elderly Hunter: “That's dashed unsporting. Probably Belgium.”