The 220 Hornady is good bullet for thin skinned game in the .375JDJ. Although I have not personally shot any, the guys I know who have been testing the 260 Nosler Ballistic Tip indicate to me it is too hard to provide much, if any expansion. So it should just penetrate like crazy. You should look at the 270 grain Hornady spire point. This bullet is, in my opinion, about the best it gets. Plenty of weight for penetration on any game you point it on, some expansion has been noted (from examining exit wounds), and it is very accurate out past 300 yards in everyone's barrel with whom I have spoken to regarding this round. I also use 300 grain FMJs, but they do not carry quite as far as the 270s will. I have found that the three bullet weights, 220, 270, and 300 shoot to the same point of impact out to about 150 yards for my barrel.
As far as powders go, I use more AA2520 than any other powder.
Hope this helps.