My Father-in-Law was showing off his .357 home defense gun. I asked him “Are you worried about over-penetration?”
His answer was “Nope!”
Of course I asked this before I knew as much as I do about terminal ballistics. From observations and tests, just about any resistance to a bullet (especially a hollow point or soft point round, or any other round designed to expand/deform) will start to lose it’s gyroscopic stability lickity-split, and start dumping ballistics energy.
Does that mean over penetration isn’t an issue. of course not, but I agree with this video that bullets are not high-power lasers that just burn a straight line through everything in their path.
Always be sure of your target, and what lies beyond it, but really pick a good gun, and a good caliber, and shoot straight and you will most likely be fine.