Are you letting the ammo chamber out of the magazine? On most bolt action rifles, as the ammo feeds out of the magazine, the case head seats behind the extractor on the bolt. If it does not seat up behind the extractor, you can have problems closing the bolt, etc. I have a bolt action rifle that will not take Winchester brass. The Remington brass works fine, but the case head on the Winchester brass is just different enough that my bolt will lose a piece of brass once in a while leaving it in the chamber or partially in the chamber. Remingtons, Federal, and most other brass, never a problem.
First, I would check to see how your ammo is feeding up out of the magazine. Is it going in behind the extractor on your bolt ok? Does it sometimes hang up before fully seating in the bolt face?
Next thing I would check is the sizing die. Do you have it adjusted properly. I have a new Winchester Model 70 and RCBS die set. I had one in four brass where I had problem closing the bolt. I had to readjust my sizing die to bump the shoulder just a little to make all reloads chamber easily. Didn't want rough bolt closure on a quick second or third shot if needed in the woods. I ended up checking each of my reloads before putting them in my ammo pouch to take into the field with me.
Lastly, see if the symptoms are related to brand of brass. They may be in spec. but could be different enough to cause you problems.
Good luck,
Steve