So I walked out onto my deck, scaring the jay away and walked over to the feeder. Turns out there was a sparrow who had its leg caught and was unable to fly away and the jay was pecking at it, trying to kill it. I got the sparrow's leg unstuck but it was broken but the bird still flew away.
I know they’re not nice. I like spiders, too.
I just want to add that if the jay (or any wild animal) is being a pest and causing trouble on your place, then you should probably shoot it - at least you’re within your rights to do so. But if you were to come onto my property and shoot the jays here, naturally that would not be okay. I know you would never do that! (And you know, you could make a great yard decoration out of the dead jays. That might keep the live ones away!)