I learnt as a teenager that you need either very soft or very hard things to stop pellets safely, from my extensive experimentation. Thankfully without injury. Hard things like concrete slabs or steel plate let the pellet flatten and drop away. Soft things like boxes of rags catch them. Wood is very bad as you've found, as it's resilient. Springy; you can make bows out of it.
The easiest pellet trap is a big cardboard box full of rags: old t-shirts, towels, sheets whatever. Just tape a new front on once the original starts falling apart. Pellets can eventually chew through the middle so keep checking and rearrange the rags occasionally or stuff more in.
Pistols aren't necessarily "more miss than hit" but they are harder to shoot accurately, and cheap ones are more likely to be less accurate in the first place.
The Gamo website give a velocity of 105m/s (345 fps) for the P900, which equates to between 1.8 and 2.2 ft.lbs with the typical range of plinking pellets. That would penetrate a coke can but not a bean tin so it sounds about right.
“We are too much accustomed to attribute to a single cause that which is the product of several, and the majority of our controversies come from that.” - Marcus Aurelius