Last week I picked up a S&W Bodyguard 2.0 with the aim of replacing my Glock 42 for concealed-carry purposes.
The former has essentially made the latter obsolete on paper. It's thinner, lighter, has a better-feeling trigger, has an option for a thumb safety for those who want that (I did), and it offers up to double the magazine capacity despite being notably smaller. After many months of vetting on YouTube by dozens if not hundreds of posters, the Bodyguard 2.0 proved itself in practice as well.
I bought it on Friday and took it to the range on Monday. (I avoid the range over the weekends because those days are packed to the point you'll be spending far too much time sitting around waiting for your turn for it to be worth it.) This new tiny pistol mostly performed flawlessly through 200 rounds of ammunition. Mostly.

I'd mostly brought basic training ammunition to the range with me, because the goal was to break the gun in and get a feel for it, but I also brought a small bit of defensive stuff. What I found is that the rounds pictured above, from Underwood, did not feed properly into the chamber, jamming the slide open. I can only assume this was due to the odd shape of their projectiles. These rounds work in my Glock 42 but didn't want to work in this Bodyguard 2.0 that was more or less fresh out the factory doors.
It was a real-world reminder that you can't just buy defensive ammo and assume it's fine. Manufacturers are always trying new, weird shit with defensive rounds to maximize projectile velocity, penetration, expansion on impact, etc. You've got to shoot some of it through your specific gun to see how it goes. Consider it a requirement.
There may be issues with nonstandard shapes getting up the feed ramp or cycling issues from too much (or too little, I suppose) force on the breechface. If, for instance, the ammo's too hot and your slide's recoil spring not tuned to it, the slide could outrun the magazine spring and fail to chamber the next round. I don't think that's what happened here, but it's hard to tell exactly the issue without some kind of super-expensive slow-motion camera testing.
The point is this: Carrying a gun with ammo you haven't tested is a mistake you might only be able to make once. Imagine if I'd been carrying this gun with this ammo, having not tested it prior, and then found myself in a situation where I had to use it. I'd get one BANG before there would be a malfunction that turned the gun into a paperweight. That's the exact opposite of what you want in a life-or-death scenario.
Don't fuck this up. Always test your gear! I know defensive rounds are expensive, but consider it the cost of protecting yourself and your loved ones. Stay safe out there.