I would definitely try different brands and bullet weights. FWIW, I've found that Wal-Mart Federal (9mm & .45 acp) isn't particularly accurate compared to any number of other brands. WWB & PMC grouped noticeably better for me with my pistols.
I've been told that many European pistols are optimized for use with 124 gr ammo. Whether it's true, I couldn't say. No harm in experimenting.
MSgt, USAF, Retired
NRA Life Member
The hardest thing to explain is the glaringly evident which everybody had decided not to see. - Ayn Rand