UPDATE: after 3 trips back to Sig, my gun still has misfires. Just after the most recent visit, Sig installed 2nd strike capability. Unfortunately, when i took my gun to the range, i had to use this BACKUP system over 8 times in 280 rounds!

See picture below. It shows 3 misfires of the 8-10 that i had. 1 in the pic is the Winchester PDX1 124 gr +P; the other 2 is Walmart Winchester.
So, i called up Sig and ask to speak to supervisor of customer service. Calmly, i explained my problem that after 3 visits to Sig factory, my gun is still defective...and i was NOT interested in sending it back just for them to send it right back to me. The supervisor was very nice and understanding. He also did not think that a 4th trip to gunsmith will do any good. So, he offered me an EXCHANGE for anything at Sig. Basically, for the MSRP of my P290, he was willing to give me anything in exchange up to that price...and if it was a little over, he would be OK with it too. Wow, what an opportunity!!
After much thought (2 hours worth of going over Sig website), i chose to get the same gun that i want...P290. I already have a flawless P239...so, i want something SIGNIFICANTLY smaller. I initially thought long and hard about P250 subcompact...and since it was cheaper than my P290, Sig would give me freebies (mags, accessories) to make up the difference. But, then i look at the size of it and it is really not that much different than my P239.
So, in the end, i chose P290 two tone again with laser. Sig will get its custom shop to go thru the gun before mailing it to me. They will also install 2nd strike trigger.
I will update this thread as i get the new gun....