Assuming you are able to open the gun after a while, inspect the head of the shell. Did the firing pin pierce the primer? is the primer flattened out, filling the primer cup opening or raised up from the primer cup? Is your chamber clean? With steel-headed ammunition, it is more important to keep the chamber clean, because the head expands on firing and does not return to shape like brass does. Therefore, if the chamber is dirty, the shell will tend to stick tighter. There is also variance in the dimensions or thickness of the rolled steel used in the manufacturing process which could affect a batch of loaded shells.
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