Most of the deer I've shot with .22cf's; the bullets completely penetrate and perform like any other rifle/bullet combination suitable for the task.
I've only shot two deer with bullets I considered unsuitable after the fact...
One was shot 5 times with a Ruger Mini-14 (only had 5rd magazine) with Remington factory 50gr Power-lock hollow points. These bullets did fragment and all were torso body shots.(iron-sighted; no scope). Deer had to be finished with a .357mag handgun. Bullets fragmented and failed to penetrate over 3-4".
Second was shot with 35gr V-max from .22Hornet at chrono'd 3,100fps (max load of H110). Bullet entered chest cavity, obliterated the heart leaving a grape-fruit sized cavity where heart was. Only remnant of the bullet found was the plastic tip on far side-inside of chest cavity. Jacket and lead core were tiny fragments and mostly ran out with the blood upon dressing. Deer reared up on hind legs when hit, then fell over drt... So, it actually worked well for intended purpose... But I wouldn't recommend them for intentionally shooting deer to be eaten... you may fail to find one if it runs... No blood trail to speak of. But then I've had that happen with the .35Rem, and other "more suitable" cartridges/calibers...
I've only recovered one Hornady 60gr PtSpt. It was from a doe that I shot from my front porch with AR15. Load was 26.5gr of RL15 and range was ~40yds. Bullet entered front shoulder and was lodged under hide of opposite ham- pass through torso hit. Recovered bullet weighs 38.5gr and is perfect mushroom. Though this isn't an "interlok" bullet, it looks like similar bullet in .257 (100gr from .257Wby) from a doe I shot with similar angle hit; only the .257 bullet retained 68.5gr. Ditto; .30/06 w/150gr GameKings, .260Rem w/120gr Speer HotCor's; ect, ect.
Most any 55gr or heavier soft-point bullet from .22-250 or .223 will perform acceptably on deer. Just avoid using Plastic Tipped, SX, Blitz, or Hollow Points intended for shooting ground hogs or prararie dogs. These are intended to fragment rather than simply expand.
I've got a superbly accurate load for the 70gr Berger VLD from my AR15 and Mossberg MVP that I intend to try on deer this fall.
If it performs like the 115gr VLD did from my .257Roberts, it'll be excellent.
I personally prefer bullets to expand substantially on thin-skin game such as deer.
I also don't think that such as Barnes or Hornady GMX are needed either, except where necessary by local regulations (ie: lead-free).
I have nothing against them. I just don't use them, never have and likely never will. They're just Too $$$
Besides; other than the aforementioned load with .223, I'll most likely kill the rest of the deer I'll take this coming year with cast boolits; either with .358" or .338" 220gr FNGC's.