Only once.
I shot a squirrel out of a tree and tried to pick it up, only to find that it wasn't dead. The little booger didn't like being picked up so he violently wiggled when I grabbed it by the tail.
Being shocked, I threw it in the air. It tried to crawl away, but it wasn't very mobile, so I stepped on its head to finish it off.
Okay, so it wasn't life threatenning, but if he had rabbis and bit me, I would have been terrible sick.
And then I would have gotten a whole mess of shots in the stomach.
That was the last time I ever hunted squirrels with a 12-gauge shotgun. I now shoot them in the head with a .22. Since then, I never picked up a living squirrel again.