Winchester, Remington,Federal,CCI or any other 115grain or 124 grain JHP will work in your PT111 Mil/pro. So will the 147 grain JHPs. All the newer generation JHPs were designed to deform or expand at velocities in the low range between 680 feet per second to about 720 feet per second.
Federal Classic Hi Shok, Federal Hydra Shock, CCI Gold Dot, and Winchester standard pressure 115 grain or 124 grain JHPs all work through my pistol and have very good real world street record for stops. +P can be an iffy thing. Like the .357 magnum out a short barrel the net gain in foot pounds of energy is not that great over the standard pressure 9mm. rounds. This with an increase of muzzle flash, unburned powder burning outside the barrel, and an increase in recoil. Not to mention accelerated wear and tear on the frame and major components in the gun.
On that note I can say that I have Winchester +P 115gr. JHPs that on occasion I do run through it to stay current on this. While the manual does not recommend +P use, Taurus catalogs do. My old manual states that the velocity should be nowhere over 1225 feet per second with a 124 gr. bullet. This is more for the larger Taurus pistols than the smaller ones. Most +P rounds are in that ballpark for speed. However, Black Hills and other ammo companies sell hotter and higher pressure ammo than that. Black Hills makes a 1325 to 1350 feet per second screamer of a 115 JHP load.
That would or could cause catastrophic failure in your pistol right away with the first shot or after a few rounds. Reading the advertised velocity for each different round is a good idea. Factory specs are usually a little over stated for most, but not all ammo. Not true for Corbon or Black Hills. If you have no chronograph to actually test each bullet's speed for the various brands, then either go with what is on the box or better yet, just stay away form the +Ps altogether. At least do not take the chance if you do not know the velocity of a particular brand of high speed ammo. Your life,safety, and the well being of others is to important to take unnecessary foolish risks.
Remington makes a JHP that acts more like hardball and will feed reliably through all or most finicky semi-autos. Either in +P or standard pressures. It is their older regular rounds that do this.115 gr. bullets will have enough penetration for most defense scenarios despite "conventional wisdom" on the internet or anywhere else.
If you have doubts about that then go with the 124 gr. rounds. 147 gr. bullets will expand, again, despite "conventional wisdom". The newer generation of 147 JHPs were designed to expand at the low velocities posted above. They do. This all has been documented in police and tactical journals.
For all that has been stated staying with a good 115gr or 124 gr bullet is all you need. Even from a short barrel. I actually use SilverBear(there is Brown Bear and one other Bear brand) 115 Russian made 115JHPs for practice in my PT111 Mil/pro. Steel cased but has a nickel coated case so as not cause premature wear on the chamber and for easy function in semi autos. The Silverbear bullet defroms and expands most of the time like U.S. made stuff. I am not sure that I would want to put others or my own life on the line that way.
So pick several loads and try them for fit, function, and accuracy. Then go with the one you trust and feel confident you are well protected. Stay away form the newspaper, gelatin, and other media performance test results. The tests somewhat are like flesh, but are not exact replicas for flesh.And penetration is not the last word in wounding. Standard pressure loads in 115gr. or 124gr will penetrate and wind up under the skin on many of the cases from opposite where the bullet entered the body. If the bullet exits the body of the attacker and hits anyone else or anything else, you are liable for that death, substantial injury, or damage. Life is precious. Keep it that way folks. If life isn't precious and "things happen,man", don't carry a gun. People like that are not to be trusted.