Does the 8rd mag have an even longer spring than the 7rd? Reason I ask is although I don't have a Shield yet, I did buy an extra 7rd mag in anticipation and the mag was pretty easy to load by just using my thumb. The last round was the hardest but no difference than many other brand new mags.
ETA: You may also want to take apart the magazines and clean them inside and out even if they're brand new. When I got my 7rd mag, it had a light semi-sticky residue that you couldn't see, but could defiantly feel. The cloth I was using to clean went from white to black in no time.