My Berettas are fine with AE, but I will say I don't use Blazer, at all. I know it's a popular practice ammo but in my time shooting I've seen more issues with it than any other kind of ammo other than Wolf steel case. Whatever your gun didn't like about Blazer might have carried over to the AE.
You also noted this is your first Beretta, and while you probably already know this, Berettas really like lubrication. I use a layer of TW-25B grease. If your Beretta is too dry this can make it cough a bit.
Troubleshoot ammo and your cleaning/lubrication a bit before getting bummed, once a 92 gets into a good groove it's supremely reliable.