I've experienced the same thing. Thunderbolts will never cross my door's threshold again. Because of the experience that I had with keyholing due to leading, and the painful removal process...I've vowed never to buy 22 ammo that isn't copper plated. But it was the Thunderbolts that started it.
I have Winchester 235, Aquilla High Vel solid point, Federal American Eagle, and Federal bulk 525 (blue box)...all shoot great in all my 22s both pistols and rifles.
I was a bit hesitant on the Aquilla ammo (at the time I never heard of it)...but I purchased 4K rounds just after the panic was over. I have to admit...it shoots great but has an odd smell about it. Not sure what type of powder is in it...but is does smell strange...not a huge concern because it performs well.
redhawk