Beth Lestrade in Children of Time, an eighteen-year-old girl. She's shot with two bullets simultaneously, and while she's slumped to the floor, bleeding profusely and gasping for breath, her killer (for all intents and purposes) places his boot on her chest and grinds down, hard. She bleeds to death quickly but in excruciating physical and emotional pain.
The second-to-last episode Children of Time ends with the murder of 17-year-old Beth Lestrade: shot twice and then crushed to death by Professor Moriarty. (The other two deaths of the three-part finale are also shootings, with the horror of it implied but not described in detail as Beth's is.)
In the first installment of the Deliver Us From Evil Series, Dr. Watson shoots a prisoner criminal in the heart, then burns the corpse and stays there until it's burnt down to ashes so that he can scatter them on the Thames.
Downfall Rukia's epic showdown with Aaroniero. In the course of the battle Rukia is burnt, impaled on a sword, and nearly disembowled. Aaroniero himself is stabbed through one of his heads, given just enough time for his other head to ask 'What?- Wh' before Rukia ripps her sword out through it too. Then Rukia herself succumbs to her injury.
The My Little Pony: Friendship Is Magic fanfic "If You Can't Beat 'Em, Eat 'Em" is said to have a particularly gruesome fate for the big bad in the works. It hasn't been written yet, but has been confirmed to several close friends. If you don't want spoilers, look away now. Champagne, the former eating champion is exposed for a set of murders and after he tries exposing Josh, Rainbow Dash, and Meowth as the true murderers with doctored video, Josh snaps and chases Champagne towards his awaiting plane. The unicorn stops in his tracks to laugh at them.... only for the jet engine to start up and suck him in, turning him into Pink Mist right in front of all 3 and leaving the grisly remains for the rest of the town to find. Dash and Meowth's reactions are to projectile-vomit and Josh collapses as the town approaches him for an explanation.
The Pokémon fanfic Latias Journey is a particularly gory and brutal story with a vast majority of the cast being killed extreme ways. Some particularly brutal deaths include most members of Team Rocket being devoured by undead monsters with Vicious' face chewed off by his own mask, the superhero-fied Drew's head explodes, Deoxys massacres all of the world's leaders including Professor Oak in a giant spiked crusher, Meowth is eaten by the mutated Chimecho and visibly digested before Pikachu and Wobbuffet, the extremely graphic deaths of Lord and Lady Ho-Oh (though the latter deserved it), both Bayleef and May are murdered by a zombified Latias with their brains and heart destroyed, Gary's Umbreon goes mad till her body bursts, Zorro and his team succumb to Deoxys' manipulation over time and space, and eventually the whole world dies - until Squirtle performs a big Cosmic Retcon.
To the bucket load in My Little Unicorn. Discord, Titan and Nightmare Moon get blown up. The deaths of Titan`s henchponies get handwaved with the excuse, that they were just artificial beings. Worst example is probably in My Brave Pony: Star Fleet Magic II, where Cadance brother Fratello gets killed by her and then blown up, because the author wanted to make her suffer.
G1 Mimic was killed by Discord turning her bones to glass and slamming her into the ground as supersonic speeds until she wasn't anything that could be identified as her. Discord drove the Flutterponies into extinction by turning them into a butterfly collection while they were still alive. He also ate his own brother Destruction alive.
Strife killed nearly all the surviving G3 Mane Cast (though they were going to fade away into the new world anyway, she just wanted to give them a chance to be Defiant to the End) in this fashion, impaling Wysteria, followed by electrocuting Spike. Thistle Whistle shatters all her bones in a Heroic Sacrifice against her and finally Star Catcher/Celestia is impaled on a spear made of chaos (though this only killed her mortal form).
Due to the abundance of Body Horror in the Bad Future of Dark World, this is obviously the case, but of note is the fact Fluttercruel is a Serial Killer who takes after Cupcakes!Pinkie in how she kills her victims. Fluttercruel herself dies (the second time) by being blown in half by an accidental Yin-Yang Bomb. Ironically, Discord himself meets his (mortal) end in this fashion after being impaled by his sister Rancor's Concept Killing Spear. He eventually implodes into his wound.