I once stunned a rabbit with a water bottle and snatched him up. Also have killed dove with my bicycle spokes, and once by grabbing from midair. Almost anything can be caught barehanded in suburban areas, where they don't fear people. Weasels are not a good idea to grab, even with gloves.
If you use your hands to capture prey, aren't they your weapon? Rethink your question; shoelaces, toothpicks, McDonald's straws, paperclips....all these things can be used to make traps or weapons.
Rabbits and other critters will often sit up to show that they see a predator, thereby signalling that it is useless to chase them. A well-thrown stick or rock will stun or tumble them enough to run down and grab.