I have had that happen, and yes it is very unpleasent. I carry a side arm when I hunt so when this happened I put the bullet in the head. I would much rather the deer be expired when I get to it. It is unpleasent but it comes with the game. I have let this experience teach me to take better shot selections. I only take shots now that I know will cause quick death. I have let some good deer walk that I was a little iffy about taking a shot at.

"Nothing in all the world is more dangerous than sincere ignorance and conscientious stupidity" Martin Luther King Jr.