Find first which magazine is giving you the problems. Mark that mag. Disassemble the magazine and check both front and back spline to see if there's any burr(s) that possibly the follower is hanging up on. If you have any jeweler's files, it will reach and clean any metal cut joint or weld burrs up with a couple strokes.
Also you need to look over the follower to find any molding flash that could be catching on mag spline and sand or trim off with a knife, and also if that follower has a sharp backside lower edge, sand that sharp edge and make it more rounded. I found a problem with some of my 40 magazines and removing(rounding over) that sharp follower's bottom back edge fixed my mags.
Then lightly spray some dry graphite into magazine assembly after putting it back together and test out to see if everything you did helped with feeding/jam issues. If not, then call HP and they'll send out another magazine(s).
Be careful of that magazine spring also. One can put it in backwards where the nose of the rounds don't ride up correctly, and it can also happen from the factory by mistake. Just make sure the spring's "higher" coils when going into the magazine are facing the front spline of magazine.
Sometimes if all other adjustments don't work, it requires a bit of also tweaking of the magazine lips with needlenose pliers to correct, but usually the 40's don't have the magazine feed problems like the 9mm has.