Congrats, I love my P9, I think you'll love it if you are into the whole DAO thing.
1 - Mine was gritty/tight on the pull, and so is my TP9. But the P9 smoothed out. No idea if the return is the same thing, would think so. Maybe someone else will jump in here.
2 - My P9 sheared polymer too. Kahrs are built to tight tolerances. It'll stop after a couple hundred rounds or less. But I assume you meant polymer from the frame. The guide rails are metal, embedded in the plastic frame.
3 - Yep, dissassembly is a piece of cake. I love that about Kahr.
4 and 5, you know it!
TW25B, sorry dunno, don't use it.
Grip - yea, one of the guys here wrapped his grip w/ basically a tennis raquet self gripping (non-adhesive) gauze tape. Going that route, you could wrap it until it was thick enough. I keep meaning to try it, but havent. I've got Talon Grips (rubber) on my P9 and love them, but they don't add much thickness and I like it that way. But sounds like you want thicker, if a Hogue grip isn't thick enough for you, I think you'll have to go the tape route...not any other thicker options that I'm aware of.
...or maybe you need another gun. that sounds more fun. thin Kahr, thick something else.
Enjoy breaking it in! I'm heading out here shortly to put a few more rounds thru my TP9.