Marvel conversion problem

I have a Marvel 22 conversion from FGW, shoots like a dream. They said I was sent a version that locks back
after the last round, but it does not.
I am shooting it mounted on a Springfield Tactical 45 frame.  
If there is a way to cure this, I would be forever in someone's debt.  Right now I load a dummy round first,
so when the last round is chambered, I can still pull the trigger and not ruin the firing pin and chamber.
I can count to ten, but that is not always on my mind when my trigger finger is on autopilot.  I am using 
their plastic mags.

I also have one of the Marvel conversions, and I have not had your problem.  Monday, I would call FGW.  

Insert an empty magazine, and pull the slide back:  does the slide lock back?  If not, maybe yours is not a lock back, or I wonder if you just have the spring guide rod screwed in too tight against the cross-pin of the slide lock.  The instruction video for the very similar Nelson says a slightly loose guide rod is bad for accuracy, but won't hurt any thing.  

Also, when a bolt or slide does not lack back, I worry about a weak magazine spring (not strong enough to force up the bolt or slide lock), or weak ammo (not forcing the bolt or slide far enough back for the bolt or slide lock to engage).  I use CCI SV or Norma 1100 fps with no issues, and if you think you need more momentum than those I would suggest at least trying Federal Automatch.

Lo and behold: I loosened the guide road and voila! it locks back.
It is less than finger tight, so I wonder about how it will change with time,
but that solved the problem.
Forever in your debt, and thanks

Excellent. Oil the hell out of everything.

Guys,not the guuiderod, but the slide release catch. Alleviate pressure for the slide catch to move freely, give it about .5mm slack and then lock the guiderod tight. The catch moves idependentof tbe pin, so it must be not locked in place by the pin.

You really do want the guide rod to be snug, if it is not it can loosen up and cause issues. As Triscape mentioned the slide stop lever having free movement is important.

Yep, I heard from Travis, owner of FGW, and he says loosening the guide rod will
mess up the ejector and slide.
Going on to loosening the catch. Gotta love this site