You can certainly try other ammo i.e. PMC 115-124gr FMJ, S&B 115-124gr FMJ, and others. I would avoid the NATO and +P +P+ ammo. I own one Luger that will do that very thing of ejection on the last round.... but not the failure to lock back phenomen. It doesn't do it every time, but on occasion. I still don't know exactly why it does it......maybe just to irritate me!!
On firing the last round in the mag, there are no more cartridges that are aiding in the ejection process of the spent round. The follower alone is not as effective as a loaded cartridge under the stiff mag spring pressure pushing upward.