Well, I have never seen any WalMart brand shotgun shells. They do sell several brands. The Winchester Universals with the steel (silver colored) heads are the ones that give the most problems it seems. The Expresses get the most bad press, probably because there are more of them, but I have seen plenty of Mossbergs, and even a BPS being beat on the ground with those shells. The steel expands and doesn't bounce back the same way, and they may be slightly oversized to begin with. They can also give semis fits, but all my 1100s eat them even if they do rip the heads on many ejecting them.
Any gun with a really smooth chamber should be okay, and if your chamber is rough, you can likely fix it by honing it. Sometimes wrapping steel wool around a bore brush and burnishing it will do, but honing will fix it.