Your idea of shoot piercing is superb! While I was designing upgrade system for the third one I was choosing between ordinary DMG+ and Shoot Piercing. I wanted to let the player be able to keep up to increasing enemies' HP and DMG, so I've chosen DMG+ as an purchaseable upgrade - though having a Shoot Piercing ability as a temporary powerup would be great!
Thanks for your kind feedback and time you've put into it!