I actually prefer eating the bulls to the cows, even the big trophy bulls, as they have more flavor--though bull meat generally requires some aging to become tender. But both are great.
They're about the size of elk, but can indeed be killed with "deer rifles," though the hide over the front end of the bulls is VERY thick, as it is in many other big game animals with sharp horns, to protect them while fighting other bulls. The smallest cartridge I've taken them with was the .270 WSM, using thre140-grain Fail Safe, which I used on a cow and a mature (but not huge) bull. On that hunt several hunting companions used the same cartridge and bullet to take 28 other nilgai, half bulls and half cows. It worked fine--as would any similar caliber cartridge.
After hunting nilgai several times I came to the conclusion that they acquired such a reputation for being hard to kill for two reasons: The early popular method was to drive around until you jumped them, then shoot them on the run, which did not enhance bullet placement. Also a lot of cup-and-core bullets were used, which often "over-expanded" on the thick chest hide.
