I have one and have loaded it extensively. After trying numerous bullets, I came back to the Hornady 250 grain FXT -- pricey, but they work and this is what the cartridge was designed around.
Hornady has the cartridge in their new loading manual. I would strongly suggest you follow their guidelines and not get side tracked by some of the other loads posted on the net that are pushing pressures beyond SAAMI standards.
Lil'Gun is the powder or choice, giving the best accuracy in my tests, best ignition and best velocities. I use Winchester Small Rifle primers most of he time, but Remington 7 1/2's work well also. CCI 450's produce about 100 fps less velocity.
My factory duplication load is 35.1 grains of Lil'Gun. Safe maximum according to Hornady is 37.0 grains of Lil'Gun - this is what i use for hunting. These charges are for the 250 grain FXT bullet.
Accuracy of the factory rounds is fantastic. The charges listed above come pretty close.
Have fun!!!!