I found exactly what you did, that it likes HV ammo of any kind. I tried the CCI MiniMags, Federal Bulk, and the new Winchester HV ammo with virtually no issues; I have NOT tried Remington ammo though. I too have dried fired mine with snap caps from Pachmayr and you are 100% correct. Out of all my "black rifle" .22s, the SIG has the best trigger hands down.
BTW - To the other poster, I think when people talk about "tactical" .22 rifles they should be referring to them as "black rifle" .22s or clones.