What do you do when your first shot doesn't kill a squirrel (or other small game for that matter)? I have been hunting with a 22-magnum rifle. To kill a wounded squirrel I have clubbed them with a stick. I have shot another bullet, but my scope doesn't focus well at close range and sometimes it is hard to get a clear head shot the way the animal is positioned. I almost bought a bb pistol for the purpose. I have thought of using a knife or a big adjustable wrench, but I don't like getting that close to those sharp claws.