Wow, prairie dogs are dumb. But if I was just killing varmints, I'd simply use the cheapest bullet available.
Exploding vermin is way more entertainnig than blowing holes in them. Ultimately less cleanup, too. Vaporize them, and there's not much mess. Full of win, sez I!
Actually, that one I splashed with a .44 mag? "Splash" is the right word! Gopher guts everywhere. Even though no one was around, I said "I ain't cleanin' that up!" out loud and slinked away.