I shot a rat with a pellet gun once at my house, I will never do that again, it was powerful enough to get into his guts, but not kill him quickly. He got away before i could finish him off, but I am sure that I read the situation correctly.
The will to live is strong. The squirrel I killed took three hits to the head before it died. Two were at point blank range, the first knocked it out for about 30 seconds and seemed to paralyze its rear.
Honestly, I felt bad. It’s not something I’d do again unless I had to eat it for food.