A sling would certainly be better than a knife, but I still prefer something that shoots lead projectiles.
Many slingers in the Roman era used lead projectiles.
You could put a lead ball in a sling.
I was rather deadly to squirrels with a slingshot and steel ball bearings as a youth.
Broke a window once, too, which was almost deadly to me after my future mother-in-law caught me. (I was 8 at the time. Been sweethearts with my wife a LONG time.)

The slinging would impart a spin on the projectile, giving it a certain degree of stability in flight. The stability made the path of flight more predictable, and if it stabilized point-first, it penetrated better.