Well after another good cleaning and 2 new magazines I took the P239 back to the range and it worked like a Sig - flawlessly.
After reading Todd's thread I ran drills for the first 50 rounds just firing DA and I did improve. Relaxed and softened the squeeeze on the SA and she fired like a champ. I was worried about accuracy with the 3.5" barrel but I didn't notice much difference between it and the 4" barrel.
Bottom line - Love it and glad I got it.