I've heard of .357 Mag just bouncing off of some bears' skulls. Give me a .44 Mag, .45 ACP, or something bigger.
A lot of calibers just bounce off grizzly skulls. .44 Magnum or .50 AE (which IS a Magnum round, I believe; I think it's .50 Magnum redesigned for an autopistol) are both better at penetrating the grizzly's skull than the .45 ACP or .45 GAP, but you still have to watch out for the skull deflecting some shots.
As for the story, they are both lucky to be alive, and the girl did exactly the wrong thing. You are much better off fighting like the dickens than lying still and hoping they will go away. If you aren't armed and are attacked, throw things (pain caused from farther away is much more likely to trigger "flight"), and hit it on the nose or in the eyes with a club if it gets close.