Yes, i sometimes shoot them with a .22 if they are close enough. Nothing unethical with shooting any animal thatquickly dies.If your pararie dogs are running off after being shot with a .22 you ain't shooting them in the right place. No excuse for a squirrel needing more than one shot with a .22. Unless, of course, you are shooting them in the guts.
I have to agree with this statement 100% if you can't shoot straight or shoot the coyotes or whatever in the right place then why try to shoot it in half ? I am not saying it would be the best gun to shoot one with but, why would you want to blow it into 2 pieces?