Yup
They can climb pretty good, I've seen them 15 feet up a tree before, when they couldn't get to their hole. The little guys will use their little paws to reach in, so narrow openings don't help much, but if you get it while it's young they are actually delicious. If you end up popping him and you don't eat or feed it, stuff him back in the hole.
Most times, especially if they are used to you, they will only run just barely back in their hole. You can sneak up and whistle, or just crouch up to the opening, then stand up real slow to get your angle and get them with a shotgun. It works better than a rifle, IMHO