If a bullet penetrates an object, would that bullet have traces/microfibres left behind from that object?

Two pillows and a comforter were allegedly missing from a crime scene. Had the bullet passed through either of those objects prior to entering the victim, would the bullet normally reveal traces of those objects under forensic inspection?If a bullet penetrates an object, would that bullet have traces/microfibres left behind from that object?
It depends. If the bullet is lead, lead is very soft and it is relatively easy for something to scratch or deform the bullet. If the bullet has a Cu jacket or a steel jacket or a teflon jacket, it is less likely have picked up any trace. It also depends on what type of materials are in the pillows and comforter.