9mm fmj will deal damage, but might not be enough to ensure death. it's a solid piece of metal that will quickly pierce the organs and closing up behind it. the bullet might also just slide along the inside of the skull, never exiting. keeping it stuck in your head.
with a hollow point, you're tearing the organs apart. higher damage dealt in point blank range blasting open the inside and exit wound.
so yes, use hollow point. know where to aim and aim well.
there's a video of it somewhere in the forum. don't know where it is now. you might give it a search for better explanation.