I don't think you need any heavier bullets than the Nato 124's, or even regular 115 or 124's. The 9mm has always been known for good penetration, if little shock in RN full jacket type loads. Penetration is the name of the game for shutting down a large animal up close, breaking large important bones, spine, or brain shot. I don't buy the "skid of the skull" line often repeated, unless it's a very shallow angle. One consideration, bears brain pans are very narrow. The area between the eyes in brain pan, outside the eyes isnt. Up the nasal passge is thin, but it isnt easy to get a straight on, up the nose into the brain pan shot.
Flat point bullets are generally considered better at penetrating in a straight line, but I wouldn't rule out the Nato or regular RN loads if that's what was available.
I wouldn't even consider an expanding bullet in 9mm around bears.
There are very few problems with black bears, however it isn't unknown. When they do choose to be frisky, I see no reason to to be entirely defenseless, or rely only on pepper spray. Pepper is great stuff, but not 100%, and has issues if the wind is blowing, especially towards you. I keep some around (I live in grizzly country), but it isn't my only, or even first choice option.