From the Sig P290 manual:
2. The use of reloaded, “remanufactured” hand-loaded, or other nonstandard
ammunition voids all warranties. Reloading is a science and
improperly loaded ammunition can be extremely dangerous. Severe damage
to the firearm and serious injury to the shooter or to others may result.
Always use ammunition that complies with the industry performance
standards established by the Sporting Arms and Ammunition Manufacturers’
Institute, Inc. (SAAMI) of the United States or ammunition manufactured to
military specifications.
SIG SAUER SPECIFICALLY DISCLAIMS RESPONSIBILITY FOR ANY DAMAGE
OR INJURY WHATSOEVER OCCURRING IN CONNECTION WITH, OR AS A
RESULT OF, THE USE IN ANY SIG SAUER FIREARM OF FAULTY, NONSTANDARD
, “REMANUFACTURED” HAND-LOADED (RELOADED) AMMUNITION,
OR CARTRIDGES OTHER THAN THOSE FOR WHICH THE FIREARM WAS
ORIGINALLY CHAMBERED.
3. Firearms may be severely damaged and serious injury to the shooter or
to others may result from any condition causing excessive pressure inside
the chamber or barrel during firing. Excessive pressure can be caused by
obstructions in the barrel, propellant powder overloads, the use of incorrect
cartridges, or defectively assembled cartridges. In addition, the use of a
dirty, corroded, or damaged cartridge can lead to a burst cartridge case and
consequent damage to the firearm and personal injury from the sudden
escape of high-pressure propellant gas within the firearm’s mechanism.
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I was under the impression +P / +P+ loads are not SAAMI spec'd, so Sig would say not to use it. I can't speak to using it at all or your model though.