In the ME's office, they show the deceased victim and a gunshot wound to the chest. The ME states that the cause of death was from a 40mm projectile. A 40mm projectile would be almost 1.75" wide. The ME meant .40 caliber.
When Jo, the medical examiner, is showing the male victim's body to Carrie, she states that he was shot with a "40mm projectile, markings consistent with a Sig Sauer P250 handgun". What she likely meant was a .40 caliber projectile (which the Sig P250 is available in). A 40mm projectile would be over an inch and a half in diameter, and most likely a grenade (like what is fired from an M203 grenade launcher).