See Mostly Murder by Sir Sydney Smith. published 1959 detailing some of his forensic examinations of homicides in the early 20th century. He uses the term several times with explanation.
http://www.amazon.com/Mostly-Murder-.../dp/1104853264
http://en.wikipedia.org/wiki/Dum_Dum_Arsenal
It was at this arsenal that Captain Neville Bertie-Clay developed the so-called "Dum-dum bullet" (Mark IV cartridge), an exposed-nose bullet designed to mushroom in flesh. This was the first expanding bullet for military use, later banned from use in warfare by the Hague Convention.
The Box O' Truth #32 - Dum-Dum Bullets and the Box O'Truth
http://www.theboxotruth.com/docs/bot32.htm
A learned monograph on the origins of a much mis-used term of today
http://www.thegunzone.com/dum-dum.html
The etymology of the word certainly predates Hollywood.
Dutch