yes they can be stunned. they seem to have much HP though.
You can think about these missions as animal relief: these rats are after all, sick. You can catch them alive, cure them, and enlist them!
That does give me an idea...
How about to give an incentive to get the animals alive?
E.g. council scientists would want to have them as samples or such... (Which comes with a higher selling price and more score for stun than kill)
Of course civilian safety must be more important, so you´d still kill to save a civilian, but not if you could avoid it.
Like with the farmers on the crop circle missions...
Its a little more challenging this way.
Or rightout insane, if you´re trying to do that with chupas...
I see no reason to apply this to zombies though.
(not sure if its practically possible to get horrors alive, without launchers...)