No, don't mangle the magazine!
Do you have two magazines, and does the pistol do this with both? Do you have a real, factory magazine? The Triple K ones have been fitted to the PP Sport and will definitely screw up as often as they work.
Like Gaff suggests, detail clean the pistol, scrub the lead out of the chamber, bore and off the feed ramp. Then detail strip/clean the magazine and pay particular attention to getting it assembled correctly, sometimes the spring gets bent into a pretzel if left to its own devices. If everything is running smoothly when clean, and the slide locks back, etc., and you still have this, you could then have sunray's magazine damage.
In all my years of piddling with my own and my friends' .22 PP pistols, I have seen one bad recoil spring and two twisted magazine springs. Even a missing ejector didn't make one of the pistols I bought FTE or FTF -- it just didn't lock open on empty, and hit you in the face more often with hot empty cases.
The PP Sport is usually fussy about ammunition and prefers jacketed / HV, from my experience. I have only owned a dozen or so, your mileage may vary...