It may be a slightly rough Express chamber, but I would hazard a guess it is the uber cheap Federal shells as well. I stopped using them in all my shotguns, including 870 Wingmasters, Express, Benellis and Brownings.
That said, any new shotgun is going to need to be broken in. The Express, with its rougher finish will necessarily take a little longer than say a highly polished, blued Wingmaster. After a few weeks afield, my latest Express now has an action as smooth as glass. For you guys buying shotguns and rifles to certain price points, I dunno why you are surprised when the more inexpensive product doesn't perform to the same level as the more expensive model immediately out of the box.
Check the price of new Wingmasters compared to Express models. In a lot of cases, it is DOUBLE the price! Something has to give at the price and it is finish and polishing. Use good quality ammo and if you find a small burr, a little patience and some polishing compound will take care of the problem.