I had a similar problem with my Handi, but in .223. My problem was ammo. The PMC's I was shooting were expanding SLIGHTLY in the chamber and wouldn't eject. I had to drive them out with a cleaning rod. I found that if I put a touch of grease on them, it never happened. BUT, I found that it made more sense to switch ammo, which I did.

Your ejector may indeed be dirty or over-greased. Just keep opening and closing it...making sure to dry fire it so that the ejector knows to throw the shell.