Does your slide fit very tight? It almost sounds to me like the slide can't overcome the resistance of the compressed mag spring pressure on that first round. If that's the case, you could *carefully* file the slide rail a bit or just load 9 rounds until it wears in on it's own. I had to file the rail some on mine in oder to get the slide to cycle.
Also, I would highly recommend taking the mags apart and cleaning them good with Break-Free CLP. Scrub them good with a the cleaning brush that came with the kit, let them soak a while then wipe or blow out all traces of the CLP. It's hard to do with the Kadet mags because they are so small, but it will make them operate smoother.
The failure to fire could be a weak strike or just a bad primer on the round. Check your fired brass to make sure your getting good hard strikes on the rim. Also check to see if you have the newer chisel tip firing pin, it is supposed to prevent these problems.