While I have heard of some issues with the gun I personally have no experience with them. So, did you buy the gun new? If so have you considered calling SIG?
I use higher powered ammo (Mini Mags, Velocitor, etc) it works just fine
So, if this seems to be the case why not just use the CCI all the time? I have a Ruger Mark II and have a lot of problems with Remington ammo, but when I went to CCI no problems. So, now I shoot only CCI and all is well…