No, it will not "screw up" your barrel. How could it? The part of the pellet head that you cut, does not touch the rifling. So it doesn't matter if you cut an X, an O or a diamond in the pellet. It could make the pellet fly less accurately, if you do not make the cuts exact and change the balance or center of gravity. If you want a pellet that will expand better than the CPHP, try a Predator, RWS Super-H Point or such. Crosman pellets are harder than most and thus tend to expand less than other pellets when driven at the same speed. Now if the CPHP's are the most accurate pellets shoot them. Choose accuracy over expansion every time.
HTH
Nathan