JN, I have a 938 with about 350 rounds through it now. I had two FTEs in the first 2 mags through and absolutely no problems since. I use primarily 115gr FMJ for practice, but have also fired Remington Golden Sabre 124gr, Hornaday Critical Defense 115gr, and the new DRT frangible rounds with no problems at all. I clean the gun after each use and lube with Militec. I too have added slightly thicker grips and also have the extended mag - that gives you a place for the pinky and really helps with the grip. Try it.
I think the 938 is a super pistol and is my primary carry. I have posted elsewhere that I also have a Kimber Solo which also works perfectly. IMO, though, the 938 recoil is a bit milder and I settle back on target a bit quicker than with the Solo, which is why I have elected to go with the 938.