I have a CZ-40P, and I had a similar problem (nose dives, and bullet-set back), it was rectified when I sent the magazines back to the factory. It seems that on some .40 S&W magazines, the feed lips are not to specifications, and feed the bullets at a very shallow angle. I found this out when I slightly bent the lips on mine to give them a more aggressive feed angle (more vertical), which cleared up 75% of the feeding issues, sending them back for a new pair, completely resolved them. I would also suggest using a piece of felt to polish up the feed ramp to a mirror finish. I also did this to my 40P using an un-lubed felt polishing tip on a dremel (Be WARE!!!) to get it to a mirror finish. Been running fine since.
So I'd say in order of "to-do"
a) De-grease the gun, if you haven't yet, and oil it up properly.
b) check magazine function
c) potentially polish feed ramp.
Oh, I also slightly buffed the slide-rails (again with felt polishing tip) so there was a little less friction and a slightly looser fit. Basically an synthetic break-in period, but for, oh $200 less then using ammo. As long as the barrel locks up securely to the slide, this should not affect accuracy.