No 9mm better capacity than .40/.45 and has the power to punch a hole in the skull at a greater range than .22. .22 can do the job but you need better aim than with the 9mm something you may not have mid zombie attack. Then again for only a few zombies hand to hand with a blade or even blunt weapon is best.Personally I recommend a .22 LR for zombies. Since you need a head shot, anyway - why waste expensive ammo.
Edit: and since zombies are attracted to loud noises, a suppressed .22 would be even better.
Best part is that Academy has them $2 a box cheaper than the original Hornady Critical defense (Gold box) and they are exactly the same round except the projectile insert is red on the critical defense and green on the Zombie max rds!!!!! You gotta love a good marketing scheme. SOmebody who would never spend the money for 20 rds of critical defense will jump on the Zombie killers. Save the boxes--- the grandkids want them!!!Interesting marketing ploy, and actually the video is shot very very well