Mine seems to prefer the domed lead pellets, in the typical ~7-8gn weight range or the heavier 10+gn. I've had good luck with multiple brands (Gamo, H&N and Crossman) of lead pellets in the 7gn range, but am currently sited in to shoot a heavier 10.5gn pellet for pest control of tree rats.
I'm using a heavier pellet to reduce muzzle noise (my airgun freaks out my beagle, who is unfazed by a shotgun, go figure), and because I currently get the Gamo 10.5gn domed lead pellets at my local Walmart for $7 a tin, which is half the normal price. I'm getting dime-sized groups with that pellet at 25 yards so it works in my setup for my current needs. Of course the next tin of Gamo pellets may be full of flyers (Gamo QC has a reputation of being poor), but it works for now.
Just like using a firearm, it's trial and error in finding the right pellet for your gun. in general you'll see more people using H&N, Beeman, Eun Jin or Crossman pellets because QC is usually better and therefore they get more reliable/consistent results from tin to tin. My next pellet for Fall hunting will be the H&N Barracuda Hunter Extreme Hollowpoint in 9.57gn.
You can use the list at Pyramid to see how different pellets are rated and which ones are the most popular. If you haven't used it, it's definitely worth checking out, it allows you to see the various pellets available by a variety of categories (brand, price, purpose, etc). If you're concerned about costs definitely look at the actual pellet count per tin and calculate the per pellet price, because tins range from 150 to 500 pellets per tin.
https://www.pyramydair.com/a/Ammo/Ai...calibers_0_177