Okay, lets think about this...
The .17HMR is a necked down .22Mag.
It is designed to be lighter and faster than the .22mag, which translates into a long flat trajectory.
Going with a heavier bullet will defeat the purpose of the round. Heavier= slower with a trajectory that is less flat.
IF you want a bullet heavier than 20 grains, why not get a .22mag? You can buy 33gr ballistic tips for the .22mag, or the traditional 40grainers.