Yup. The Soyuz landing capsule uses solid fuel retro-rockets at the very last second to slow down, but even then it is apparently a rather unpleasant bump.
Soyuz uses a 'suicide burn' that releases a ton of delta-V in a short amount of time.
From the video, it seems that Falcon uses a progressive burn as it approaches. They also mention that they can restart it up to 3 times in atmosphere.