ORIGINAL: Howler
Usually huge entry holes are caused by bullet splash, normally caused by bullets that are very fragile and explode upon impact, such as V-max type bullets. Use any of those formentioned calibers with a good soft point, or match grade hollow point, and on most critters you'll have a tiny entry hole and no exit hole.
Mostly at close range, I shoot the 32grn. Vmax at under 100yds, it can skin the dog all at the same time. Not so much out after 150 or so