CCCLVII, Penetration is going to be a problem with any firearm. You can use reduced recoil rounds and lead shot. Lead deforms more after it hits the first near side dry wall and is somewhat less likely to penetrate the far side.
You could try frangible ammo in a handgun or one of your rifles. Not sure how frangible ammo preforms on intruders.
To the best of my knowledge there isn't frangible ammo for shotguns.