Hi,

I'd start with that I don't have problems switching to gears - so it shouldn't be an adjustment problem.
Also down shifting (on to larger coggs) is working great and smooth.
But up shifting (on to smaller coggs) is sometimes problematic. It's shifts without problems but it seems like a a chain link is getting missed or something. It leaves a small empty gap while pedaling and my feet jump out of place on the pedals. It's doesn't happen with certain gear combinations or coggs.

I got a 9-speed cassette and a Shimano Deore RD.

I'm out of ideas.

Anybody?

My best guess is that your rear shift cable tension is slightly too high. The fact that the bike down shifts (to larger cogs) readily but upshifts (to smaller cogs) sluggishly tells me the cable needs a slight bit more slack. Try turning the rear derailleur's barrel adjuster clockwise 1/8 turn at a time to see if it improves the upshifting.

I agree. It does sound as if it's dropping a couple at a time and cable tension is the likely cause.

It drops only one cog at a time and does it easily. I'll try loosening the cable tension a bit and see how that goes.

Actually the number one cause of poor shifting to the small rear cogs is cable/housing friction. If the derailleur moves a bit slow you may find that the chain disengages when between the two cogs. Because of varying angles, chain and cable tensions in various gear combos the problem is often intermittent or unpredictable.