bullet travel through person and hit a wall...

Hello,

so im trying to shoot a clip in which a demon gets shot by a guy. the bullets are meant to go straight through the demon without hurting it, and hit the wall behind him...

I've already done the muzzle flash and lighting for the scene, but I cant get my head around a convincing way to make the bullet look like its gone through the demon...

the only thing i thought of right now is making bullet holes on the wall behind the demon and adding tiny instances of smoke...

any better ideas?

cheers.

thanx for the help.