for small things like that they will all kill them dead with a good hit and a decintly high velocity.......i wouldnt worry much about pellet style for small game.......squirrel or something..id use a pointed pellet just for better penetration.......wadcutters or rounded ones will probably produce more shock...but penetrate less........not sure what a HP pellet would do.......i never shot those...my guess would be either fragment..or not do much.....depending on the speed and what it hit........but for pigeons....anything will work with a decint velocity and a good shot.......