I have a P250 9mm and the only time that I had a problem like that was when the trigger tension spring was not seated properly. Try pulling your trigger group out and make sure the trigger arm and spring is seated properly.
I read a lot about this gun. They say the trigger is like no other, in that you can't "stage" it. I felt it for myself and I'd have to agree with what Sig says about it. You have to squeeze all the way through the trigger pull.