The 930 I used to have did the same thing with the bulk winchester shells from Walmart. I have even seen a pump 870 do the same thing. Best bet is to find other shells and save the bulk Walmart stuff for over unders.
870s are known for having issues with the winchester bulk. The federal tend to be a little better. Honestly a good chamber polishing may be in order to help with ejection of any cheaper, thin hulled ammunition.
Thanks! I took back out on Friday and had the same issues. Noticed it doesn't happen till it begins to warm up...say 15 shells into shooting. Gonna shoot up the rest of the Winchester Bulk and try something else. I am pleased to say that my little short barreled Utility is hell on the Trap fields! Had a great time with is much the the dismay of some of the traditionalist.