Update, Called Sig and talked to Sig CS Rep. They are aware of some issues with the fit of E2 grip. Not that many, due to the older frame. They offered either returns the item and get a replacement from Sig. We could be at the same place, since there's no guarantee that the replacement E2 is providing better fit than the original one. Or second option is sending the pistol to Sig and have their armorer do the installation.
Kudo to Sig CS for stepping up and attempting to resolve the issue.
I don't see the cost effective to either options is worth pursuing for this P226, since it sits in the safe most of its life. I carry a P320 for work, and a P229 for range duty. I decided to put back the original grip on this P226, and forget about the E2.