Messy, messy, messy, but effective. I believe the North Korean government uses a 14.5 mm machine gun, which limits collateral damage as long as there is nothing to be harmed downrange.
On the other hand, being sent to prison after being identified as a bad cop is far more scary. Even the threat of a no-bail arrest is scary enough, as some big cities are run by inmate gangs as much as they are run by the official guards.