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I have not, if the pistol isn't fired yet, Buds may work with you on an exchange. You can contact them at 1-859-368-0371 M-Fri 9am-9pm EST
This does not seem normal. I would contact Dan Wesson Customer Support at (607) 336-1174 between 7am and 4pm est to ask the "Experts". They will more than likely be your most expedient answer/resolution source.
This is normal. The slide pushes the hammer down as it comes back. It then engages the sear. If it did not rub on the slide after engaging the sear it would not stay cocked and the hammer would follow the slide remaining un-cocked and the pistol would not fire. The grip safety slides in and out of the frame and will rub the finish off or in the case of stainless steel, will leave a wear pattern and is normal.