Evade shotgun pellets? Hehehehe. I doubt that. More likely, their speed and erratic flight patterns are too much of a match for the shooter. And, it's usually kinda dark for precision gunning.

Catching a bat is easy if you know how.

Now... here is one for you... say the kids are restless and they need some real strenuous exercise so that they will go to bed early and sleep well. Give em a broom stick or similar and tell them they will $5 per bat they can swat out of the air.

Ain't gonna spend a dime. And, when the bats realize they have a fun game to play messing with the humans, they will play for hours.