I've killed coyotes coming to a spring turkey call, or the dog trying to slip in on my decoy, or going to a gobbling bird that I am already on too. Kind of an indication of those sly rascals as predators. Yeah, #5 or #6 in a dense 2 oz or so 16" pattern is deadly stuff. A couple episodes of this and I became interested in calling coyotes. Not very well I might add.
On the OP, I bought some Hevi T-shot but agree the price is high and I'm reluctant to shoot the darn hard big pellets in my turkey guns (at called coyotes). And I've experimented with #4 buck but it seems a bit thin.
On thought only, with no experience, seems like lead BB might be ideal, but I'm just speculating.