Sure there's other ways; you could stab it, stomp it or make it watch episodes of "Designing Women" until until it picks a method of its own to end its life.
Picturing the OP's DH with a shotgun filled with bird shot sitting at the dining room table waiting, and waiting and waiting.....then BOOM! BOOM! BOOM!....smoke clears, coach is full of holes, and the squirrel chatters away, CHIT CHIT CHIT....then scampers away while DH reloads.......:E......Dennis
Many times you can borrow a tap from the local animal control folks and trap it. I got one to get squirrels once and years later got one to tap feral cats. Took the squirrels about 10 miles out of town to a wooded area. If you don't take them pretty far away they come home. The cats I turned over to ANIMAL control. If you cannot borrow a tap they can be purchased at a Tractor Supply store - not cheat