Now, the 20-questions, and I do not have any Sig/Saur pistols, let alone one in .357 Sig.
Is there a magazine safety on the pistol? Something weird actuating it with a mag in but no ammo in it?
Do I A$$UME that this is a regularly repeatable occurence, or did it just happen once or so?
Occasional but rare, or occasional and often, or every magazine?
Just one mag, or every one?
Factory ammo tried same or different result?
How old a pistol, how much ammo thru it, how deeply has it been cleaned recently? (something cruddy and sticking or something not quite right re-assembled).
Try some factory ammo and see if you have the same issue. I suspect the handloads are the problem. OAL is critical in .357Sig handguns. I own several Sig pistols including a P229 in 40/.357Sig and my reloads go bang every time.