While some areas that allow trophy hunting charge steep fees that help conservation, I can't see that I've ever seen an accounting of it being at sustainable levels. And the proof is in the pudding, where in Africa, rhinos, elephants, giraffes, cheetahs, and many more are declining rapidly.
I'd say that if someone really wants to hunt, they should not be selling licenses to hunt game, but to hunt poachers, something that can fight back (policies are already shoot on sight in many areas). Donate, get deputized, go hunting. We only have a few years before many key species are gone forever.