Uh yepper.....I know a thing or two about them...
In fact I talk with the Chief Engineer at Walther Small Arms about them regular like. Mostly complaining about why won't they fix this or that. Daniel Rieger is his name. There is a lot at RimFireCentral-Walther section on these and at the P22 section of WaltherForums. My stuff is under my user name...same as here. The new Q model at least finally has a thicker slide...almost 2x as thick where some were cracking.
You can limp wrist any semi auto and the lighter the pistol and the smaller the caliber...the more critical a firm grip is. There are almost no after market parts except for the VQ extractor and I sent Nick the specifics on that after Walther dragged its feet year after year. Walther finally revised the extractor but neither manufacturer got it just right. The issue was hot brass between the eyes and believe it or not the fix was in the extractor. There are other fixes but that is the only one easily made.
A P22 can be made to run 100%. But, stock it will not run weaker ammo. This includes Federal, any subsonic, Winchester, etc. CCI and Remington Golden Bullets work exceptionally well. The pistol really needs two recoil springs. One for more powerful ammo like CCI/RGB and a weaker one for subsonics and Feds/Winchester. Clip two coils and the pistol will run just about anything. I install a #83 O ring over the guide rod to act as an additional buffer. I also perform several modifications beginning with laying the trigger bar ears back so they match the slope of the ramp under the slide. I remove 0.020" from the rear of the breech block and safety drum when set to fire so that the cocked hammer no longer drags on the bottom of the breech block.
I also slightly round off the tip that is on the re-profiled hammer. This idea came from me too but Walther didn't get it quite right. An original problem with the pistol was that the tip of the hammer would catch in a small notch just in front of the safety drum. This was at a time when the slide was moving forward with considerable drag over the hammer and trying to strip a round from the mag. The hammer tip would just hang the slide up. A gently nudge would complete the cycle. Then there was the chamber entrance chamfer, etc. Walther has incorporated these changes into the new pistols. But, the only part that can actually damage the pistol, sharp trigger bar ears, still exists.
There is thread after thread on these types of things. There is also the so called P22 bible with posts I did back about a month after I purchased one of these pistols. Fortunately, much of my assessment and corrective measures were accurate.
Regarding rounds not firing and I will say that Thunderbolts are not particularly good rounds for the shallow rifled P22 barrel. Plated rounds work much better. I've fired 2,000 to 3,000 at a sitting with no cleaning or lubing and with no gun malfunctions several times. Some things to look at. Make sure the firing pin moves freely and particularly resets fully. It is intertia driven so it must be hit hard by the hammer. Make sure the safety is set to fire.
You wouldn't believe how many times this comes up. When the safety is set to safe the drum blocks the hammer from being able to hit the firing pin and an internal cam also locks the pin. Make sure a round will freely drop into and out of the chamber. If it won't, it will "give" when the firing pin strikes it resulting in a light strike. The second hammer fall will usually fire the now fully seated round. But the issue is essentially a dirty chamber. If the trigger spring gets overwound....the trigger bar will not keep the sear rotated out of the way and it will catch the falling hammer. Cure, disassemble the pistol and unwind the spring. All of this is clearly presented at the aforementioned sites with plenty of pictures. M1911
If you get real interested.....here is a link to quite a bit of stuff. Read these and you will know a lot about the P22.
http://www.rimfirecentral.com/forums/showthread.php?t=257329