One question: Are you breech-loading that first round by dropping it singly into the chamber, and then letting the slide slam into battery? If so, it may not be the best idea in the world, as it may/will damage or break the extractor on some semi-autos, 1911s, Browning HPs, Glocks, and others. I'm assuming that the same thing could happen with a Shield.

The best procedure is to chamber a round from the magazine then remove the mag for top-off, and, as everyone has advised, smack the mag back in making sure it locks into place.

Just a tip from that old uncle the family wouldn't tell you about.