I have no personal experience, but I know some recommend Frangible ammo for home defense. Less chance of over penetration.
Frangible ammo is designed to turn to dust when it hits something hard like ar500 steel. If it doesn't its harder then lead. It is used to make shooting steel at close ranges safe where normal ammo will ricochet and be dangerous.
So unless your walls are made of ar500 steel that advise is well the opposite of what you were suggesting.