OK, intrigued by the post. I also own a G42 and a P238, as well as an LCP and a Beretta 84 for good measure.
I've spent the last 4 weeks (3 range outings) working on shooting them to see which load will work ALL of them without the typical 380 factory ammo snap.
I started out with the LCP and was loading Win231 at 2.9grs under a Berry's 100gr RN. This was a mild load with no snap and it worked the LCP, a Bersa, and a couple of others just fine. I switched to Promo and was using 2.6grs with the same bullets. Again, no snap and cycled the guns well. I also tested this load in somebody's G42 at the range with no issues.
I picked up my own G42 and I had a few stove pipes and FTEjects in my first outing. Brand new gun, oiled it a little and it helped. I bumped up to 2.7gr of Promo and it ran a bit better. Still had a couple of stove pipes and FTEjects. I may bump up to 2.8 and try it there to see how it feeds the Glock and how it feels in the others.
I haven't shot any factory ammo in the Sig, Beretta or Glock.
As to accuracy, I really was impressed by the Sig. Maybe it's the sights as Snowdog mentions, maybe the trigger, maybe the ghost of JMB, but that little gun put the Beretta to shame, and even the Glock. My very first outing with it, at 7 yards I put 12 rounds from 3 mags into a ~1" ragged hole, with 3 rounds slightly below (about 1/2"). The Beretta gave me fits with the sight picture, I just can't get them lined up right. And the Glock was in a ~2" group.
As to carry, the Glock will fit fine in a pocket as will the Sig or LCP. I just need to find a decent holster for it.