Never had a problem shooting yotes, feral dogs, or small pigs with the WSM or the HMR. Never had one take it and run off, but I don't take body shots with a bullet that small either. I use 223's & 243's for deer and larger hogs. To each their own I guess.
If it didn't work for me, I wouldn't use it. Been dropping yotes with them itty bitty bullets for a long time, but use a bigger gun if you want to.