One comment before getting into bullets: Just because a moose doesn't drop when hit doesn't mean the bullet isn't any good. Unless spined, a moose isn't nearly as likely as a deer to fall down when touched by a bullet. In fact they occasionally act like they're not bothered much at all.
That said, if I were hunting moose with a .35 Whelen I'd probably use the 250-grain Nosler Partition. It will penetrate plenty, and the moose I've seen shot with Partitions have gone down quicker than those shot with "harder" bullets that retain more weight.
