All good sea stories begin, " Now this is no s___," and most hunting and fishing stories do also. But I've seen my brother, on several occasions, just crease the highest part of a squirrel's back with a .22---just cut a little slot not a quarter of an inch deep---and kill the squirrel instantly with no meat damage.
I'm a .600 Nitro Express man myself.
When after blue whales, a couple of RPG's are good, but you have to put them down the critter's blowhole. Kind of like taking out the Death Star.