Roughly the same as either a Federal 9mm 135 or a Remington 147 9mm, both of which probably have a little more penetration than the .40. The forty is fine if you like it; I prefer a 9.
If I was deliverying still, I'd carry the Kel-Tec .32 I carry now. Wasting rounds, as you say, is often more a sign of bad shooting rather than underperformance of the chosen round. And we don't know which handgun, though I'm guessing by the 15 rounds fired, it was a Glock. Cheaper hi-caps available, and Sigs are probably too heavy for pizza carry.
In self defense stopping power is more important than penetration. That is why I shoot the .40 with the 135 GR COR-BON bullet. The one shot stopping power is 96% + and the bullet will stay in the perps chest. I don't want the bullet exiting the perp hitting an innocent bystander.