One thing I always do with any new gun (well, not revolvers) is to load the magazines to capacity (much easier with an UpLula) and let them sit for a week or so. During this same time, I leave the slide locked open as well. Then I clean them all thoroughly. Seems to help.
I also only load my SD9VE mags with 15 rounds, even though they hold 16. Makes insertion with the slide closed much easier, even after broken in. I don't sweat not having the extra round...if I can't get it done with 15 rounds, then I'm in more trouble than I can handle anyway.
Plus, and this is my OCD kicking in, the ammo I buy comes in rows of 5 rounds in the box. If I load 15 rounds, I use three rows. If I load 16, there is a partial row left in the box. (Yes, I know...
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