No personal experience here but I do *plan* on a 30-06 and since I have to cross state lines to use it on anything bigger than a coyote I also have *planned* on using it for this. Check out Sierra's page.
http://www.sierrabullets.com/index.cfm?section=bullets&page=bullets&cal iberID=9
They have a blunt 110gr FMJ a 110gr HP Varminter and a 110gr RN Pro-hunter. If you don't want an exit at all I'd try the Varminter...its length is more compareable to the 'normal' 30 cal bullets eights. If you want a guarentee that you won't have a large exit wound I'd try the FMJ. Hey, who am I kinding? I'd buy a box of each work up some loads, see which was more accurate out of my gun and then shoot 3 yotes with each. (Regrettable, no more than I hunt for them that's about 2 seasons worth!!![&:])
HEY!!! MERRY CHRISTMAS!!!
EDIT: Make sure FMJ are legal to hunt with in your area!!!