I've only ever had to do this the once, fortunately. Our kitteh specialised in bringing home uninjured earthworms[1], which are a relatively harmless offering, as long as you notice them before they crawl off somewhere.
But the time she got at the baby blackbirds, I opted for the "grab cat, lock in house, return to garden and behead injured bird with an axe" approach. Mainly because there was a convenient axe and freshly felled tree stump to hand, rather than out of any sense of the dramatic, though I suspect this may still win the thread.
Oh, there was that time I cleaned up a friend's cat's vomit and found a live slug in the middle of it. The cat had little in the way of teeth, and the slug seemed to be slugging away unharmed, so it just got turfed out into the garden.
[1] She had a well-honed hunting technique that consisted of jumping up and down on the vegetable patch until they crawled to the surface.