Speer Lawman 124g has always worked well in my picky Shield. It is my primary range ammunition for this gun. I've shot a couple of thousand rounds of it without a problem. If your Shield won't reliably fire Lawman, it will need to go back.
Whatever brand you shoot, stick with 124 grain ammo. Word on the Forum is that Shield 9s work best with it. That has been my experience as well.

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