That depends entirely on the pill and impact velocity, even thick skin eg roaring stag or matted coat full of mud can cause "Issues" with a very frangible pill at high impact velocity's(IE close) without hitting bone at all.
A "harder/Tougher" pill out of a smallish case and med ranges may "require" hitting bone or at least substantial resistance(thick skin/hair and a heap of shoulder meat) to even expand.
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