Okay guys. I did some of research on your thoughts.
MikeVW, The thickness of my two shims are 0.47mm.
Technoman, I took the breach oring out of my Lelya. They both looked the same but when I measured them with a caliper they were just a hair different in size. I don't know if it was because they were two different types, or were different because the R5M flattens them. I switch them out (put the Lelya's into the R5m, R5M's into the Lelya) and took out the shims. Now I have neither have puff of air in my face when I fire them (even with no shims in place).
This is interesting. My Lelya has over 4,000 shots and I never experience this. The former owner of my R5M put only a few tins through it, I only put 200-250 rounds (and I always had the puff).
After speaking with you guys, I would recommend trying a new breach O-ring first. If you don't have one on hand, use the shim method until you find one that works.
I don't think it is any issue with the gun anymore, just the breach O-ring not being "beefier" enough.