I just looked (on the internet) and do not find any applicable law regarding FMJ bullets. Paragraph 6121 prohibit using 'armor penetrating' (my condensation of the language) ammunition in the committing of an illegal act, and paragraph 5902 declares "KTW" (by name) and teflon coated bullets as contraband.
I can see where someone could confuse armor penetrating with full metal jacket. (Not if they knew anything, of course.) I can find no other (than the contraband regulation) prohibition of any ammunition specifically for self-defense.
If you live in Pennsylvania, check with the local District Attorney's office to be sure. I'm not an attorney, I just read, write and cypher.
Old man advice. FMJ type bullets are the least effective for deterring a serious attack.