#00 will certainly have solid penetration in an assailant. #1 isn't far behind. But #4 has noticeably less penetration by comparison. Many recommend going to #4 if fewer/thinner barriers are between you and bystanders. Would depend on the nature of those barriers, and the distances involved in your situation. If stoutly-built block wall homes, there is probably far less risk than the average lightly-built "stick" framed house with thin drywall sheets.
Also, consider your defensive zones and lines of fire. If intruders would be fired upon in certain spots, most likely, evaluate what the flight path would mean in terms of penetration risk. Bystanders might well not be in those lines, depending.
Indoors, in a home where I were concerned about overpenetration, then based on penetration evals I've seen I'd opt for 2-3/4" #1 at most, possibly even going down to #4. Or, going 20ga instead of 12ga. And I'd skip the slugs, for indoors. But, that's me.