I've been fortunate and have been able to fire any .22 LR in my P22 since I purchased the pistol. I've seen other members suggest starting off with CCI Velocitors or similar higherh-power rounds during the break-in period.
2 things that I am seeing that may be future problemst that I have taken steps to rectify;
The ejector seems to have quite a few burrs in it, and when I cycle my pistol I can feel this part of the travel as very "slow" and sticky, rough...I am polishing the ejector down to remove the burrs, this may account for why the higher velocity ammo I initially shot was much better than the bulk-federals, because the slide may have been returning too slow.
The barrel nut seems to come loose pretty easy. Blue locktight is usually the best for something that has to be ocassionally taken off, but you still want it to hold "tight". Above all else, never buy red-locktight and put it on something you want to be able to take off in the future.
I'll let you guys know if this makes a difference.