Are you reloading? If so try some nosler B-tips or Sierra Bliztkings. Both have a thicker jacket than the V-max and shouldn't be as frangible. I am using .22 cal but results should be similar. I started with 55gr vmax in my 22-250 and was making a mess out of some coyotes, tried some FMJ's and target style bullets as they were recommended for less pelt damage. Then I ended up getting clean pass throughs with harder to track or sometimes lost coyotes. Then moved to the 55gr Bliztkings and have had better luck with small holes in and liquefied insides and no exit. So far so good, coyotes dead fast and hardly ever any pelt damage.
Of course where you hit them makes a difference with any bullet. But the above has been my experience. Also pack a shotgun sometimes if you want some up close fun and good pelts.