My P238 did that as well when new. It was always just the first or 2nd round out of a full clip and just with JHP rounds. After handcycling about 200 rounds through it, it's feeding fine. I took it to the range and put 100 rounds through it and had no feeding issues. Had one failure to eject. I broke the gun down to clean and lube and after reassembling, I had the same feeding issue as when new. I handcycled about 50 rounds through it, and it's doing fine again. It seems to be getting better the more I cycle/shoot it.
I'd recommend putting at least 300 - 400 rounds through it and, if the issue persists, contact Sig.