Went shooting today. I took my Winchester SXP Defender 20 gauge pump and Walther P22 pistol. I shot 50 rounds of Armscor 36 grain hollow points out of the Walther and 25 Shells of Winchester "Super X" 20 gauge 2 3/4 7 1/2 out of the pump for my little shotgun drills. Both firearms performed well and there were no jams or stoppages.
I would love to shoot centerfire handgun ammo on every visit to the range, but with prices the way they are it's more feasible to bring a .22 handgun every few weeks, sometimes even a rifle in that caliber. When you shoot nearly every week like I do, ammo costs get a little high so I have to resort to .22. I think all practice, even in small calibers, is worth it. It trains the eye and keeps you focused on fundamentals.