Oddly enough, my R9 would't feed Gold Dots at all. But it loved Federal HST and ARX Inceptor ammo, both of which are great choices for a little 9mm.
If I jump back into R9 ownership, I'd definitely give the Underwood ammo a try. I load it in most of my other pistol, and it is both reliable and easy to purchase from the Underwood website. As a matter of fact, my RM380, currently on my waist, is loaded with it.