I think you might be surprised by testing this theory.
Here is #4 penetrating 6 layers of drywall. I would not expect #6 to be stoped by 2 layers.
The Box O' Truth #3 - The Shotgun Meets the Box O' Truth
http://www.theboxotruth.com/docs/bot3.htm
There is a video on youtube of army testing of different calibers.
They tested the ability of calibers to penetrate standard home construction. The smaller calibers, 9mm and 5.56, all penetrated the home through brick and several layers of sheetrock.
Everything from .308 on up went completely through the building including furniture.
Me, I only go slugs and "00" Buck in the shotgun for self defense. Anything that will penetrate a human body reliably to stop an assault will also penetrate drywall. Best to spend much time becoming as proficient in hitting your target than compromise stopping power.
And by the way -- for the OP -- The Mossberg 500 or 590 makes a great home defense weapon. I have both.
Great quote from your link..."Unless you expect to be attacked by little birds, do not use birdshot. Use 00 Buck. It will do the job."