You can use a .410 bore on pheasant or grouse. As you should do always aim for the head. The .410 is limited by at least three factors:
1.) Users abillity to hit the head/neck
2.) Users abilility to judge distance
3.) Going away shots

My advice 12 gauge for pheasant or 20 gauge 3" mags.
I use 2 1/2" 12 gauge mostly #4,#5,#6 shot. 16 gauge works fine if you want to be a little different. I have no experiance with a 28 gauge.