Strangely the worst ammo of the group, the one that only nicked the outside of the 2X4 and bounced off, did not cause a malfunction of the handgun. The FIE Titan was a simple blowback, and it's not a hard gun to operate the slide, unlike the Beretta .25 acp handgun.
As far as smaller diameter calibers penetrating better than larger ones with the same bullet shape, I'm no ballistics expert either, but I yes in some cases that is true. A good example is an old army film on youtube where it shows the .45 acp ball round denting the steel pot type army helmet but a 124 grain 9X19 penetrated. It might only be true however because in some cases you have rounds, particularly handgun rounds, that are not only smaller diameter but lighter in weight as well, and traveling at higher velocities. For example, I used to own a pistol that had barrels and magazines for either 9X19 or 7.62 X 25. The standard 7.62 did penetrate better but the bullet velocity was allegedly 300 fps faster than the 124 nine mil standard load. I can't prove it but I suspect that if you had a 9mm diameter bullet traveling at the same speed as the 7.62X25 you might get the same or better penetration. And if you could fire a .45 diameter bullet at similar velocities to the 9X19 it would probably penetrate the helmet as well.
Or for another example, take the same .22lr load out of a short barrel handgun and check the penetration on a certain medium, then do another test using the same round from an 18 inch rifle where the velocity is higher.