Doug,
Could you be more specific why you dislike the BB's for the coons? I cannot image a good patterning plated lead load of BB's being unsatisfactory for coons.
A couple of questions, you are using lead and not steel, right? Lightweight steel shot doesn't penetrate as well, or carry as much energy, as lead or the newest denser than lead shot such as Hevi-Shot. You have patterned the gun with the BB's and are getting a good center dense pattern at 40 yards? If you haven't patterned the gun, then maybe you just aren't getting enough pellets where you need them.