I just trained a guy with a brand-spankin' new P250 .40 S&W. (Very pretty duo tone, Sig NiteSites - nice.)
He had a few F2F with his brand new gun. I checked but saw no obvious culprit - having been told on rare occasion Sig failed to adequately smooth out the feed ramp, but his new gun's ramp was nice and smooth. A staff person at the range said he's been hearing 250's require a "break-in" period, much like a new Kimber. (?)
As a long-time Sig fan, this was a bit surprising. One, that there was any F2F at all, coupled with a "break-in" period. I suggested to my student shooter that he run 400-600 rounds through it with varying ammo, and track performance. If it continues to show feed issues, it may be worth having Sig diagnose the issue. Sigs generally do not fail. (I know mine don't!)
The only other immediate issue I noticed was the complete lack of gear and accessories for the new 250 line. We checked out a few stores and no one seems to stock 250 holster selections, etc. I told the guy to check out Crossbreeds and Kholster, which is what I'd do if I had a 250.
Otherwise, I liked it. DAO trigger took some getting used to, but that DA wasn't as stiff as my DA on my 229 DA/SA. Seems like a nice CC choice to me.