I'm going to try to keep this simple: Your first problem is the Walther P22. Get rid of it and find yourself a good Ruger Mark III or Browning Buckmark. This will solve part of the problem.
When I was a young man (50's, 60's & 70's) we never had problems with 22 caliber rimfire ammo. It was all, 'Eley primed' and worked perfectly. Then, somewhere in the late 90's, all sorts of sordid crap began to happen to rimfire ammo. The American factories stopped using more expensive Eley priming and all of a sudden frequent misfires began to appear.
With the advent of the chain superstores, (Wal-Mart) the problems with crappy 22 ammo significantly increased. You know, 'Always the cheapest price; always the crappiest products, too!' As Americans began to purchase more and more of their ammo from, 'super stores' at, somewhat, discounted prices the quality and performance of all popular calibers began to suffer. None were hit harder than 22 LR.
Perhaps, strangely, the crappy ammo syndrome merged with the almost complete lack of all cartridges and reloading components that occurred to American consumers between 2006 and 2009. Then, with equal strangeness, the overall quality of commercial cartridges suddenly began to improve. Rimfire cartridges - which were always available, but in grossly inferior quality - and inferior, 'range quality' centerfire cartridges began to reappear.
During the middle of this first decade I experienced 22 caliber rimfire failure-to-fire rates of as high as 15 to 20 percent. Right now, the problem seems to have disappeared. I can go to Wal-Mart, purchase a, 'brick' of rimfire ammo and have all 500 of them go off.
'Range quality' centerfire ammunition performance, also, seems to have improved. Previously I used to get 2 or 3 dudes out of every 1,000 45 ACP rounds I fired. At the present time I'm not getting any centerfire misfires at all. (Just significantly weaker, crappier, centerfire ammo than I ever used as a young man.)
If you want to stay ahead of the, 'failure curve' with 22 LR rimfire ammo my suggestion would be to use Eley-primed ammunition, exclusively. (And get rid of that Walther 22; it's almost as bad as that, 'Mosquito thing' SIG sells.)
PS: By the way, a few paragraphs in your question would have been nice. ;)
ADDED:
http://www.spentbrass.com/pistol/walther/p22/articles/complaints.php
The slide on P22's is made of, 'pot metal'; and I hate pot metal guns and gun parts. (Think, Hi-Point!) The price is wrong, too.
Here's, 'The Bible' as it's called for the Walther P22: http://www.rimfirecentral.com/forums/forumdisplay.php?s=f5c0cc7df0bf58e56285aa731a3b42d2&f=48
We have monthly steel plate rimfire pistol matches at one of my very large (800 + member) gun clubs. Many of these guys can afford any pistol they feel like showing up with. The bigger show-offs in the group all arrive with long barreled Volquartsen-modified Ruger Mark III's. Last time we attended one of these matches, a Volquartsen Ruger was given to my wife to use during the match.
Wow, was the fellow who loaned her that pistol sorry! She used it to shoot the dickens out of that match. Me? Well I'm, something of, a, 'gun snob' too. I field an old long-nosed Smith & Wesson Model 41. (It looks almost brand new; but, it ain't.)
It's the same pistol I used for home self-defense throughout the late 70's and most of the 80's. (I could have used anything; I've owned them all; but, because of its low flash signature and rapid rate of highly accurate fire, I very deliberately chose to use this Model 41.)
Breaking down a Ruger Mark III ain't that big a deal. Do it once or twice with the owner's manual on the bench and after that it's, 'child's play'. Remember, you're talking about a very strong, very accurate pistol - No pot metal junk. If Ruger's Mark III pistols weren't so very well made, an entire industry in aftermarket parts and customizations wouldn't have sprung up to service them.
I don't know, 'Why' you want to carry a 22 LR for self-defense; but, I once did; and several of my acquaintances at the time did, too. In the right hands, it's doable. Of course I, also, used to carry 3 magazines and an additional 30 rounds; AND, I was able to shoot it with surgical precision. (More or less, still am.) ;)
A P22 isn't a, 'cradle-to-grave' pistol. Like a Glock, a Ruger Mark III is!