Every time I've had to break into something with a lock on it (and by break in, I really do mean LEGALLY enter by the same methods others would use illegally) at work, I've just used bolt cutters to clip right through the hasp. At home, I have GOOD quality locks, so the one time I had to access a lock without the key, I had much more trouble. Then I realized the door was installed with the hinges on the outside....
I wouldn't shoot the body of the lock, I'd aim for where the hasp passes THROUGH the lock plate. Break either of those, and you're good.
For in-door locks, shooting straight through the lock probably isn't the best bet. The cone shaped trim pieces are almost always MUCH thinner than the front plate. Angle the gun down, and it would punch right through.