For even more sporting "wing shooting" of the carpenter bees, Brian, go to a single shot .22 and rat shot. Works great.
As an aside, I have a young man who works for me as a tractor driver that will catch them in the air with his hand and put them in his mouth, just for a laugh. But, only try that with the ones that have a white dot on their head. That is the main distinguishing mark they have to differentiate them from a bumblebee. The ones with a white dot cannot sting. He says it really impresses the girls.
SRH