Check the seating depth when you insert the pellets. I have the closely related Diana 24C, and the breech has a slight angle to it, so if the pellet isn't all the way in, a bit of the skirt can get clipped when you close the action.
Mine also has a very tight bore and has a lot of trouble with alloy pellets. H&N Match Greens sometimes won't fire, and H&N Barracuda Greens or Field Target Trophy Greens won't fire at all unless pushed pretty deep into the barrel.
The piston is also pretty weak. I don't have a chrony, but from plinking, it's barely more powerful than a HW75 pistol which is sold as reaching only around 360 FPS