After purchasing my HK, I've used my stand by ammo - Remington Golden Bullets - which I've used in a variety of 22 cal weapons such as a Walter P22, Sig P226 (22 conversion kit), Glock 19 with an Advantage Arms 22 conversion.
The Remington seems to be relatively "dirty". But to be truthful, I've never known any 22LR ammo to be "clean".
The HK seems to feed the Remington Golden Bullets very reliably out of the box. I have never adjusted the bolt speed screw (you can speed up or slow down the bolt recovery to match it to your preferred ammo). Out of the box, UMAREX indicated that they already adjusted the rifle to work with a wide range of ammunition and this seems to be true.
I will be trying Blazers from CCI and Walmart Federal bulk pack in the next range outing and will post comments on the ammo along with cleaning tips.