I just bought a Dan Wesson Guardian in 9mm.  I have exactly 350 rounds through the gun, only using the original 2 magazines that come with the gun.  The gun has not had any feeding issues so far, slide has also locked back on the empty mags each time.

The problem has happened twice so far, always on the last round.  The gun fires the last round, the slide locks open, and the shell casing is sitting on top of the magazine instead of ejecting out of the gun.  The casing doesn't look any different on the outside when compared to the other ejected cases.  The case is being extracted, but isn't being ejected.  The gun holds  rounds per mag, so that means I have loaded 38 or 39 mags into the gun so far.  37 of those mags cycle perfectly, 2 have left the piece of brass sitting on top of the mag.  Has anyone else experienced this?  Anyone know what it means, if anything?
                                               Thanks,
                                                          Woody

I would recommend checking your extractor tension. 

Try a metalform Springfield style mag.   Other style 9mm mags hold the rounds very close to the end of the feed lips and are more easy damaged.

The extractor is to loose IMO.

Be careful fixing what may not be broke! It only happened twice did not tie up the gun. People start tweaking things and end up with more problems. It could be a sign of low extractor tension, but it is very easy to over tension and create malfunctions that will tie up the gun tread carefully

I considered what everyone here said, but I thought maybe it was part of the break in?  I shot 300 rounds today with it.  250 were sillier belot 115 grain and 50 rounds were 147 +p federal hst.  The gun didn't repeat the issue, but it shoots the hst ammo much better.  It's more accurate and it cycles perfectly with the brass landing very consistently.   Maybe the sellier is loaded light?