You should have stopped at two mags. ... Let it cool down between mags if you didn't do that; some R9's need that due to the tight tolerances.
Very good advice and indeed some pups are sensitive to heat - two mags then let it cool before firing more.
That said, mine doesn't seem to be heat sensitive and I have fired up to 4 mags with no appreciable cool down and not had any problems. I have shot WWB 115gr and Magtech 115gr as practice ammo with equally good luck; Gold Dots run very well through it and are very accurate.
I'd say give it a good cleaning and lube (I use Gun Butter in mine) and take it out again. If you are not 100% happy don't hesitate to contact Rohrbaugh - they are very good with their customer service and will make your gun run right for you if there is a problem with it.