Met used 'dum-dum' ammo on de Menezes
Which would have been fine, if he was a bomber
However, the exit wounds caused by high-velocity FMJ rifle bullets often look more like something done with a spade than with a 5mm to 8mm projectile*. During the Spanish-American fighting on Cuba in 1898, one of the first occasions where large numbers of Western soldiers got hit by such bullets, the horrible nature of the wounds convinced many that the evil Spaniards were using some kind of illegal ammo. In fact, of course, they were shooting "civilised", "gentlemanly" FMJ.
Wound ballistics, then as now, was a hotly disputed subject, and the public debate remained muddled. In 1899 most of the European powers signed up to a convention on the Laws of War during the Hague conference, in which they agreed, when in wars against each other, "to abstain from the use of bullets which expand or flatten easily in the human body, such as bullets with a hard envelope which does not entirely cover the core".
As a result, it is usually seen as a war crime for soldiers to use expanding bullets on other recognised soldiers, though they are perfectly OK if fired at troops of non-signatory powers, or if fired at civilian criminals, terrorists etc. Grenades, napalm, fuel-air bunker-busters, massed artillery, roadside explosive penetrators, bayonets, bows and arrows - they're all fine, even though they rip up a human body far more gruesomely than an expanding slug. In this respect at least, the Laws of War don't make a huge amount of sense - even more so since civilised soldiers started wearing body armour, which expanding bullets can't cope with.
Prior to the de Menezes shooting, the Met had instituted a shoot to kill (or, as they hopefully put it, 'shoot to stop') policy to deal with suicide bombers.
This clearly presented them with difficulties, because there isn't any good way to deal with a suicide bomber on public transport or in any other crowded place. Warning him is likely to cause an explosion. So is the use of a Taser electroshock weapon, though astonishingly foolish/brave regional coppers have been known to take this route with people they believed to be carrying bombs. Standard deadly-force methods - shooting into the body - may trigger an explosive vest, so that's out too.
Thus, the rule is to shoot a suicide bomber in the head and keep shooting until you're sure he won't trigger a bomb. To be honest, it probably won't make any odds to him whether you use FMJ or hollowpoint; but on balance the expanding round is a better choice. It is a tad more sure to take the bomber out of play at once, and it's somewhat less likely to pass through him and hit someone else. Shooting at the head, you don't need to worry about body armour or other obstructions, which are a problem for hollowpoints otherwise. ®
*A note on calibre notation: .45, .303 etc are decimals of an inch, measuring bullet diameter. When using metric, it's normal practice to say so by adding "mm" afterwards. I'm skipping the Reg units for this one because it's complicated enough already. Translate into Bulgarian funbags, weasels' wedding tackle etc at your discretion.