I had that problem the first time I shot my shield. I was totally bummed and started doing research on here. I referenced the thread that Shield9mm mentioned, but also saw some who had success with a good, thorough cleaning.

I field stripped mine, and cleaned it within an inch of it's life. After I've taken it to the range 3 more times and put about 400 more rounds through it. No issues at all since.

I also found that certain types of ammo would cause some FTE's or jam ups...seems like the 124 gr or higher shoots like a dream but it's hit and miss with 115 target rounds.

Not sure if this helps at all, but that's been my experience.