Brand?
Right now I'm shooting Monarch .380 thru a Kahr CW and it's going fine. It's a little underpowered and won't lock the slide back on the last round consistently at worst. Hornady American Gunner will every time.
Issues like that can and will cause problems in a course - If you have shot enough of that specific Brand and load to know it will work reliably, ok. But in reality, the expense of brass cased reputable ammo will be worth it to reduce a significant issue when on the line.
Nobody likes a high maintenance malfunctioning firearm in a course which requires reliability. Ammo is one of the three things to cause problems. A lot of course instructors keep an extra weapon available to substitute for a specific firearm being incapable of handling the high rate of fire. A recent thread discussed a certain long arm with polymer construction which has a high rate of literally breaking the stock off, and one moderator's experience with that during a course.
I'll still shoot the steel cased breaking in my pistol, and it does make me operate the controls more getting familiar with it. But I already know I will never depend on that ammo and will never carry it. I would take something I know works and chalk the difference in price up to not being That Guy on the line.