Goofs

A wig is not a hair weave. A hair weave is tracks of hair sewn onto tightly braided cornrows. The tracks are usually used doubled over, to give the appropriate thickness, and depending on the width of the braids a person could have 10 or more rows of them. Meaning a bullet would have to pass through 20+ layers of thick, dense hair, then through the binding on the tracks, which has been tightly sewn to even denser braided hair. The wig they used in the show was in no way comparable.

(Also, this case or one very like it was on a forensics show a few years earlier and the surgeon who removed the bullet from the victim's head said she had been shot in the head and the only thing that could have slowed the bullet was her weave. It wasn't deformed and hadn't passed though any handy walls or pillow forts on its way to the target.)