I've used Sierra Gameking 250 gr. in a Wby .340 since about 1980. I have shot mainly moose and maybe 10 or so deer, one wolf, lots of coyotes and partridge. On moose and deer I have never had a bullet come apart no matter how close they were. The only thing that really comes apart are coyotes, and that is real neat. Partridge should be hit in the head or obvious reasons. The bullets only travel about 2750 fps, maybe if they motored along at 3100 it would be a different story, I don't know.
I haven't tried the Gameking in my .375 H&H yet as I am kind of stuck on 260 gr. Accubond. The Gameking are a lot cheaper so who knows.