Congrats on your purchase. I have that gun and love it. Amazing how controllable the recoil is for such a small, light gun.
As to the Guard Dog ammo, I don't have any specific experience with it, but from the stuff I've read about it, the chief concern appears to be that it has rather poor penetration. Due to the combination of the light weight bullet, and the fact that the nose squashes the instant it hits something, rather than the controlled expansion of modern hollow point bullets. I've also heard concerns about its performance in short barreled guns like the CM9, due it the lower muzzle velocity. At lower velocities it tends to just act like an FMJ. I'd stick with something like the Federal HST. Excellent penetration and performance at a wide range of velocities and in a wide range of materials.
Oh, and HST's are about half the price of the Guard Dogs.