I bought a nice Sig Sauer pellet pistol, and have managed to get several shots off at close range. There is no way I could have missed. But apparently it's not much of a deterrent. (I was hoping to eliminate a few, must not be enough oomph.)
I'm afraid a .22 would have neighbors calling the police, so probably won't do that.
Like you, I tried the cayenne pepper on the seeds.....but the birds didn't care for it, and I ended up calling that a bad experiment.
My Mom started using a live trap on chipmunks up North, it works pretty good but there seems to be an unending supply. Probably the same story with squirrels. Reminds me of the old joke - if you lined up all the Chinese in the world four abreast and marched them into the sea, the line would never end.
It's a joke, I'm really not a terrible person!