The vast majority of .22Mag loads ain't worth spit in a handgun for self defense.
The good news is, there's three really good ones that make the caliber worthwhile. For this reason, you CANNOT "generalize" about how this caliber performs in short barrels.
First thing: go to the NAA Mini website
www.naaminis.com - look under Technical, and pull up the velocity data. To read it, you'll need to know that their "Black Widow" is a 2" barrel revolver, while the "MiniMaster" is a 4".
The CCI MaxiMag +V rules the roost. Over 1,200fps from a 2" barrel, over 1,400 from a 4", with a 30grain JHP.
There's another variant of that same load, with a Sierra 30grainer at the same ballistics, but will probably open better. That's the TNT version.
My advice: with a 2" or shorter barrel, the original formula will punch deeper. If you have a 4" or better tube, consider the TNT variant.
Winchester's 33Grain Supreme is a good round too, BUT I find with my two Magnum minirevolvers that primer reliability is unmatched with the CCI, iffy with the Winchesters. YMMV. CCI rimfire ignition is generally excellent though.
One of those loads from a 2" snubbie DA is a superb choice for the recoil-shy. Taurus makes one with an 8-shot cylinder in 2" and 4" variants; unfortunately, no speedloaders are available.
These loads also turn the Ruger Single Six into a reasonably effective defense tool.
As to .22s not penetrating skull: the majority of people shot with .22s are shot by bad guys. Young, stupid bad guys, who don't exactly do careful ammo analysis. They just use whatever practice fodder crapola they can lay hands on fast. I suspect if they used .22LRs of top grade, such as CCI MiniMags or Remington Yellowjackets, they'd kill a lot more people and do a lot more successful headshots.
The better .22Magnums are a good step up from those, even in the shortest barrels. In a 4" or better, they can be *very* effective.