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Since your first round is not loading you may have too much friction at the mouth of your magazines, that is, the mouth where the round is released from the magazine may be too narrow. I just measured my 4 mags and they range from 5.45-5.50mm at the narrowest point of the opening while some .22 cartridges I measured in the brass came in at 5.68-5.69mm. Try loosening the opening of the magazine up by gently bending the sides nearer the chamber out a bit at a time with some needle nose pliers until you have just a little friction holding the round in place. If you go too far out with it you will get jams from the second round sliding up under the first as the bolt moves forward. There needs to be a balance in the friction holding the second round in the magazine in place while allowing the first round to slide into the chamber. Next, about the latter rounds loading but not the first ones, you can check and see how much friction there is between the follower inside the magazine, the slider button, and the sides of the magazine. They should slide easily without any noticeable friction other than the slider button against the side of the magazine. When my SW22 was new the sides of the magazines were so concave the followers would barely move at all. If this is the case for you, you can gently hammer the sides of the magazine out with a punch and small hammer from the opposite side of the magazine, through the slot. Gradually push and hammer with a punch or other suitable tool, taking your time so you don't push the sides of the magazine too far out.
