The dog I shot a couple weeks ago with a handloaded 150 grain Grand Slam had a almost non-existent entrance hole and a very small and easily repairable exit hole, so that shouldn't be a problem. There's a picture of it in one of the threads on here titled "Capital Forest dog down" or something similar.
It's all in what bullet you use. If you reload you can load something specifically for shooting coyotes. But there are plenty of good options with factory ammo as well. It might sound backwards but with factory ammo you could use any of the "premium" bullets that are designed for controlled expansion for big game. Bullets like the Nosler Partition, Nosler Accubond, and Barnes tsx. These should go right through a coyote without expanding much, if at all.
Another great option would be Remington's "managed recoil" loads. They have a 115 grain core lokt bullet at 2700 feet per second. I haven't shot them but I'd guess recoil would be similar to a 243, and at the slightly lower than standard velocity, I'd imagine it wouldn't be likely to blow to big a hole in a coyote. They should be plenty good for coyotes out to 250 yards.