Not 100% efficient, or clean. I've done this with a opossum. Shot it between the eyes, brains oozed out of it's head, & it thrashed around madly, then it stopped. I opened the cage thinking it was dead to remove it, the opossum backed up out of the cage, and was walking around in a circle like a confused zombie, & it was growling. So I had to deliver two more shots to the head.Head. More chance of instant death. No mess if you use a .22.
Experienced the same thing with shooting a rabbit in the head, except it tried to run away. We have too many rabbits, they've been destroying some of our gardens.