One of the sources I have consulted in researching this story discussed an old man that shot down a delivery drone and was arrested for his trouble. It might be wise to consider infrared cameras may be surveilling you if you're going to act to remove drones from your vicinity.
There are other options than shooting it.
Thanks!
Edit: in the event that some action is taken, it should likely not happen in the vicinity of any place you don't want to come under suspicion. Just sayin'