With the higher powered air rifles its actually better to use heavier pellets and keep the velocity below the speed of sound when it comes to accuracy. Pellets tend to lose velocity fairly quickly due to their shape, and when they make the transition from supersonic to subsonic speeds they have a tendency to tumble and don't fly stable anymore.
This is a concern with regular rifles too, it just takes place over a much larger scale. A bullet that starts out 3 times the speed of sound and has a much better ballistic coefficient than a pellet won't make that transition inside the ranges most people are likely to shoot it at.
Fix it right the first time...
Use Baling Wire !