Generally I shoot the head with a scoped rifle and go for the neck with a pistol. I prefer the CCI SGB. Have used .38 Special -- well the fired cartridge used as a tip on a cedar arrow, .22, .357, .41 and 10mm to harvest, as well as bouncing some leadballs off of some with a slingshot without killing them.
The first game my oldest son saw killed was a big blue grouse when he was seven. I was using my grandfather's old Savage single shot .22 with iron sights. Drilled it in the head at about 35 yards while it was walking. My son was AMAZED. I never told him that I was aiming for the body and the shot was pure luck or that I was significantly more amazed than he was.
The L.L. Bean Wild Game Cookbook has the best grouse recipe I've ever found. Grouse breast (any bird actually) on giblet toast. Delicious. I mean DELICIOUS. Pair it with some wild rice and a nice Pinot Grigiot and you've got a heck of a meal.
