Pellet gun or a bow sounds like it could seriously hurt the animal, why would you prefer that rather than harmless water? They'll learn after a while to stay away with just water.
Get yourself a good, sharp paring knife or pocket knife and some kitchen shears and you're good to go.
Having said that, I tend to lean on the side of the other poster in that harming animals should be avoided unless there's a specific reason (such as eating them)
At some point the world isn't kumbaya and the animals will learn when they tend to die or be physically hurt when approaching that activity.