Could try using the Battle Rifle. With the barrel extension and high velocity rounds, it's basically a sniper rifle and can pop some heads pretty easily.
Don't see why you can't do it with a shotgun though. Are you using the pump action with the reduced spread attachment and mushroom shot? Or try using flechette rounds. --- "Because I realize I want you. Guts." | "....... Are you a ****?" http://steamcommunity.com/id/Malicii/