My Mosquito seems to work best with CCI Mini Mags. I've tried every kind of ammo I can find through it, and no matter what, the pistol does not perform reliably. The original gun I got was so bad, when I sent it back, Sig kept it and sent me a new one. Same problems, just not so frequently. The pistols have to be cleaned frequently and require a lot of oil. There is an oil hole on the side of the slide for the extractor which also requires a lot of oil.
Mine is pretty much a safe queen. Not reliable, therefore not fun to shoot. Trading stock.