PELLET rounds will pierce the skin if the pressure is high enough. A .22? The skull is fairly solid, but I wouldn't want to test the theory. I know they'll go through extremities, and probably torsos.
My uncle once shot a man, nasty horse in the dick with a pellet gun, because the horse was biting my younger uncles, and aunt. This was when they were kids, of course. From what I heard, it was like a bolt of lightning in reverse before that horse bucked, and bronced all over the place. Yeah, it penetrated slightly.
