I contacted Sig to see what the status is on the P238. They are sending me a new one and shipping it to my firearms dealer (since it is a new one with a different serial number - I will have to do another background check). It should be here in the next few days. I will put 100 rounds through it at the range and let everyone know how the replacement fares. I am hoping that they know the problem and are sending me a known good one.
To be fair about this, I have read several comments from other P238 owners that have never had one problem with them and have shot hundreds of rounds through their P238 flawlessly. I am hoping to be one of them soon!