I finally got to the range today, work has been crazy.  After getting the feel for the gun with the first couple of magazines, I really started getting pretty good.  I'll upload some photos in a bit.  I also noticed that I was resting my thumb on the slide stop, the first couple of empty magazines didn't lock the slide back.  Re-positioned my thumb and it worked as intended.   

$399!?!?!

 

Have you bought it at that price? I paid $580 for my compact. I can't see how that is a legit price.

 

No, I haven't bought at that price, but there are several places online that charge near that price.

NJ LGS markup is ridiculous.

 

Here are a couple examples....

http://www.mrgundealer.com/product.sig-p320-9mm-compact-w-full-length-slide-6

 

http://tsswarehouse.com/shop/sig-sauer-p320-compact-40-sw-double-action-only-semi-auto-pistol-3-9-barrel-nitron-finish-sig-sauer-320c-40-t-fde/

 

http://weaponexpo.com/product.php?id_product=278

Thanks to all of you who provided info about changing my grip position to allow the slide to lock back when the mag is empty.

Had it to the range a couple of days ago, and as long as I was careful to position my right thumb under the slide release, everything worked fine.