I have a Shield 9 that has been ammo picky since Day One (and it still is after 5500 rounds). Knowing this, I conducted extensive tests of self defense ammo rounds to find at least one that my Shield could fire reliably. My standard was that it had to fire at least 200 consecutive rounds without a failure. Only two rounds have met that standard, and one of them is Hornady Critical Duty 135g +P. I have fired 313 rounds of Critical Duty with zero failures of any kind, so that's what I carry. The other successful round was Federal HST 147g, with zero failures in 200 rounds.
Although both were equal in accuracy, I went with Critical Duty because it had established itself to my satisfaction as working perfectly in my cranky Shield, and I saw no need to buy a bunch more HSTs to see if they could go 300+ rounds as well. Critical Duty does have a bit more oomph when you shoot it, but it's not difficult to learn to control.
FYI, rounds that failed to make the cut in my testing were: Remington Golden Saber 147g (It almost made the cut with just 2 failures in 260 rounds. It was also the most accurate.); Remington Golden Saber 124g +P; Speer Gold Dot 124g +P; and last, but least, Federal HST 124g +P which had a 10% failure to feed rate
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Even though the Critical Duty rounds have proven themselves, my Shield 9 is pretty much a safe queen these days. My main carry gun is my trusty M&P 40c, which shoots anything without a problem. My backup carry is my Shield 45 which is more accurate than my Shield 9, and far more reliable.
Bottom Line: Go ahead and use the Critical Dutys in your compact. From my experience they're an excellent round. But I suggest trying some other self-defense rounds as well. It's always good to find out what works best for you and your gun.