I have a Walther P22 as well and I absolutely love the pistol. Ive put about 1k rounds thru mine and it has only failed to eject twice, and it eats anything I feed it. However I don't particularly recommend it as a carry pistol but it's a hell of alot better than carrying nothing. I did notice something random tho.. While out plinkin' in the desert I slipped the pistol into my holster on my waist which is a Blackhawk Serpa (Level 2) for the Glock 19/23 etc.. it fit just fine and clicked right in. Maybe you could consider one of those?