I wouldn't recommend it. Sounds like you ALREADY OWN a .410 shotgun, so just like the thread on the .22LR and .22WMR, so you aren't out anything to try it, but you'll be wanting something else pretty quickly.

I grew up with a .410, we had a "bone pit" on the backside of our feedlot at the house where we'd dump dead heifers and calves. About 15ft deep and 20yrds across, it was a regular coyote buffet. I'd sit in the dark between the cattle carcasses and wait. They'd come streaming over the edge down into the bowl, I'd take aim, close my eyes, and blast with the .410. Under 20yrds, even #6 birdshot would drop a coyote. I converted over to 00 buck, but when I patterned it out of 20yrds, I realized that I'd be better off shooting slugs, or better yet, shooting something else entirely.

If you're only hunting 20-40yrds, then you'll probably be ok, but again, it's not a good option, and I don't recommend you waste the time and energy. Much better served to go find proper buckshot for that 20ga of yours.

But if you insist...

Buy a couple boxes of 00 or 000 buck and pattern it, within a range where you get 2-3 pellets under the palm of your hand, it'll be fine. At the same time, however, buy a couple boxes of .410 slugs. Shoot a few groups. You'll very likely notice that you have a longer effective range with the slugs than you did with the 00 or 000 buck.

The only "smaller shot" buckshot loads I'm aware of are the Win PDX junk that has those stupid "disks" on top of 00 or BB buckshot. 100% not an appropriate coyote load, and the Federal #4 buckshot load. I haven't shot the Federal 4 buck out of a long barrel, but I have out of a Taurus Judge. These loads are "Limited Recoil" rounds, only trucking 950fps out of a long barrel, giving up a lot of energy compared to a standard load. Very weak. Plus, the same rules apply. It only has 9 pellets, but since they're #4 buck, you need 4 or 5 of them on target AT LEAST at the range you'll be hunting. I personally would not use it.

I'm not saying .410 buckshot won't kill coyotes, just that it's not really any better than .410 slugs, and DEFINITELY not better than that 20ga of yours. I'd honestly take a .22lr out over a .410 with buckshot.