95% of the coons I trap are in drowning sets in water. The other 5% get a Louisville slugger to the head. Don't waste a bullet and mess up the pelt. Even a small hole from a .22 can drop a 15$ pelt down to a 5$ pelt. Maybe think about using snares. Coons are notorious for slipping out, but when you get one in a snare it will usually be dead when you check your lines.